ADI and Splitting Methods & LU Decomposition

3 Abril 2017, 11:30 • Fernando Manuel Rodrigues Ferreira Gonçalves

ADI and Splitting Methods & LU Decomposition.

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Exponentially Fitted F-D Schemes for Plain Vanilla & Barrier Options

31 Março 2017, 11:00 • Fernando Manuel Rodrigues Ferreira Gonçalves

Exponentially Fitted F-D Schemes for Plain Vanilla & Barrier Options.

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Richardson’s Extrapolation: Exercises

30 Março 2017, 09:00 • Fernando Manuel Rodrigues Ferreira Gonçalves

Richardson's Extrapolation: Exercises.

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Richardson's Extrapolation

27 Março 2017, 11:30 • Fernando Manuel Rodrigues Ferreira Gonçalves

Richardson's Extrapolation.

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F-D Schemes for American Options

24 Março 2017, 14:00 • Fernando Manuel Rodrigues Ferreira Gonçalves

F-D Schemes for American Options

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