Modelisation and Programmation Project - 5MMPMP6
A+Augmenter la taille du texteA-Réduire la taille du texteImprimer le documentEnvoyer cette page par mail
Goals
Design and Implementation of a Monte Carlo pricer in C++
Content The goal is to design and implement an option pricer for multi-asset products in the Black Scholes model. This project is a first approach to the implementation of Monte Carlo algorithms. This project is used in several other courses.
Prerequisitescours 2A "Modélisation et programmation" et "Introduction aux Produits Dérivés"
Additional Information Course ID : 5MMPMP6
Course language(s): 
The course is attached to the following structures:
You can find this course among all other courses.
A+Augmenter la taille du texteA-Réduire la taille du texteImprimer le documentEnvoyer cette page par mail
Date of update January 15, 2017