Notice
Implicit scheme B&S notes
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
Script 1st lecture
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
First lecture of Numerical methods and Machine learning for Finance
Dear Students,
the course Numerical Methods and Machine Learning for Finance begins tomorrow.
As this course is mainly computer based, I invite you to bring your laptop and make sure you have MATLAB installed and functioning.
The University of Rome Tor Vergata has a Campus Licence for MATLAB so you have access to this software for free.
See you tomorrow.
Best regards,
Katia Colaneri