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C++ or MATLAB Code

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

Skills: Algorithm, C++ Programming, Matlab and Mathematica

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About the Employer:
( 361 reviews ) KANPUR, India

Project ID: #4312404

3 freelancers are bidding on average $11/hour for this job

nani01029x

Let me help you.

$20 CAD / hour
(20 Reviews)
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mathabharata

I can do your assignment according to the requirements. I'll provide the coding in MATLAB. If I start today, you'll meet the Monday deadline.

$10 CAD / hour
(0 Reviews)
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smartcodesoft

We are interested in the project that you have posted. We have expirience working in both C/C++ and Matlab. We have developed algorithms for numerical methods to develop an application and this would help us completi More

$3 CAD / hour
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