Please use this identifier to cite or link to this item: https://doi.org/10.21256/zhaw-3168
Title: 26 lines of code to price single factor derivatives
Authors : Hilber, Norbert
et. al : No
Extent : 26
Publisher / Ed. Institution : ZHAW Zürcher Hochschule für Angewandte Wissenschaften
Publisher / Ed. Institution: Winterthur
Issue Date: Jul-2019
License (according to publishing contract) : CC BY 4.0: Attribution 4.0 International
Language : English
Subjects : Finite difference; Parabolic partial differential equation; Derivative security; Interest rate; Matlab; Python
Subject (DDC) : 332: Financial economics
Departement: School of Management and Law
Publication type: Working paper – expertise – study
DOI : 10.21256/zhaw-3168
URI: https://digitalcollection.zhaw.ch/handle/11475/17499
Appears in Collections:Banking, Finance, Insurance

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