Sumários
ADI and Splitting Methods & LU Decomposition
3 Abril 2017, 11:30 • Fernando Manuel Rodrigues Ferreira Gonçalves
ADI and Splitting Methods & LU Decomposition.
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.
Richardson’s Extrapolation: Exercises
30 Março 2017, 09:00 • Fernando Manuel Rodrigues Ferreira Gonçalves
Richardson's Extrapolation: Exercises.
Richardson's Extrapolation
27 Março 2017, 11:30 • Fernando Manuel Rodrigues Ferreira Gonçalves
Richardson's Extrapolation.
F-D Schemes for American Options
24 Março 2017, 14:00 • Fernando Manuel Rodrigues Ferreira Gonçalves
F-D Schemes for American Options