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fe5222_project2's Introduction

FE5222 Project Two

November 6, 2020

1 Requirements

Each group is required to submit a nal report together with source code for your project, stating in details the derivation of pricing method (if not discussed in class), the choice of numerical algorithm, test results and analysis of results.

You can choose one of the topics for your project: Pricing Spread Option or Implied Binomial Tree and Barrier Option

  • Deadline: Nov 30, 2020

fe5222_project2's People

Contributors

ty-cheng avatar ngokchaoho avatar

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