BURA SCOPUS

Financial mathematics: demos

Financial maths (stochastic maths, option pricing, etc,...) is a hobby of mine (which is code for saying that I don't get much time to spend on it). This page is home to anything I do that I believe shouldn't be immediately consigned to the waste basket...

• Explicit Black-Scholes PDE solver: a very simple demo of how to use javascript and mathjax to create a mathematically informative and functional web page.
• Simple asset pricing: a demo of the lognormal random walk, a model often assumed for stock prices. (With Marcus J. Ludwig.)
• Binomial Tree Option Pricer: not too sophisticated (yet?), but under continuing development (as my faith, speed, and versatility with Java grows...).