Master of Science in Finance and Banking

Dear Students, 

On the webpage of the course you can find the slides relative to the Implicit scheme for B&S. On slide 8 the Homework on the implementation.   

I will be waiting for your attempts until Thursday, then I will upload the solution (script). 

For those who will do the exam, I am working on the tasks, and I will assign you a project in a coupe of days.

KC 

Dear Students, 

I have uploaded the script we have discussed today in class on the course webpage (under Teaching Material).

Let me remind you that the task for tomorrow will be to extend the script from call option to any payoff. We will discuss this extension in class tomorrow.  

Best regards, 

Katia Colaneri