ISSN 1448-6156
Vol. 9, Issue 3, 2016December 31, 2015 EDT
ccby-nc-nd-4.0
Excel implementation of finite difference methods for option pricing
Excel implementation of finite difference methods for option pricing
excel implementation.explicit schemeimplicit schemefinite difference methodnumerical methodsoption pricing
Articles in Vol. 9, Issue 3, 2016
Vol. 9, Issue 3, 2016
- Excel implementation of finite difference methods for option pricingTimothy J KyngSachi PurcalJinhui C Zhang
- Responding to Student Reaction to a Simple Spreadsheet Exercise in a Sociology Undergraduate ClassEdgar A Burns
- Spreadsheet Implementation of Numerical and Analytical Solutions to Some Classical Partial Differential EquationsMark A Lau
- Free fall in a vacuum and in the air – calculating limits using a real example and demonstrating the limiting process to high school students using ExcelJan BenackaSona Ceretkova
Kyng, Timothy J, Sachi Purcal, and Jinhui C Zhang. 2016. “Excel Implementation of Finite Difference Methods for Option Pricing.” Spreadsheets in Education 9 (3).