C++ or MATLAB Code

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Bids
3
Avg Bid (CAD)
$11 / hr
Project Budget (CAD)
$2 - $3 / hr

Project Description:
Required coding :

You should submit les with the following names:
 bs.m (or, e.g., [url removed, login to view] if you use C++) should contain the source code
you used for the Black{Scholes formula;
 trees.m should contain the source code you used for constructing the
binomial tree;
 montecarlo.m should contain the source code you used for the Monte
Carlo method;
 [url removed, login to view] should contain all the values which you are asked to nd
and all the comments you would like to add; use the template from the
course web site and ll in the prices where question marks are;
 [url removed, login to view] or [url removed, login to view] or [url removed, login to view] should contain the answers to
the theoretical problem; please avoid openoffice formats such as .odt

Hours of work: 8 Project Duration: 1 - 4 weeks Skills required:
Algorithm, C++ Programming, Matlab & Mathematica
Additional Files: cw-1.pdf
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