/Financial_Computing

Derivatives Pricing: Price plain vanilla, rainbow, lookback, and Asian options using Black-Scholes formulas, Monte Carlo simulation, and the binomial tree model with C++

Primary LanguageC++

Homework Name: Derivative Pricing Programs

Homework Description: There are totally 8 homeworks, each of which requires us to develop a program with user interface which is able to receive user inputs and display results on the screen. Please refer to "Homework Description.pdf" for a summary of the 8 derivative pricing programs.

Development Environment: Visual C++