Recorded Webinar: Teaching and Research of Computational Finance with MATLAB

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This webinar introduces MATLAB as an environment for the research, testing and teaching of Computational Finance. Using as a motivating example the problem of pricing an American Option, the webinar will demonstrate how this can be tackled via:

• The Cox, Ross, Rubenstein tree-based method

• A Finite Difference approach to solving the Black Scholes PDE

• Monte Carlo simulation

Product Focus

MATLAB

This webinar was recorded on 20 Sep 2007

Duration: 58 Minutes

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