The page was set up in May 2012. Several topics of computational finance are illustrated and explained. The Topics extend the Tools. Our aim is to provide colored illustrations, which may support understanding. The collection will be extended. Properly quoted, the Topics for CF may be used for teaching purposes.
topic in Edition 5, it refers to 1: Discrete Dividend I: Non-Connected Stopping Region Section 1.4.7 2: Parameter Dependence of Tree Methods Section 1.4 3: Rejection Method: Applications Sections 2.2, 2.3 4: Finite Differences: Non-Equidistant Grids Chapters 4, 5, 6 5: Discrete Dividend II: Jump in the Value Function p. 216, Section 1.4.7 6: Monte Carlo: Regression for American-Style Options Chapter 3 7: Two-Asset American-Style Maximum Call: Early-Exercise Structure p. 312, Exercise 6.7 8: Tilted Tree for Vanilla Options Exercise 1.16 9: Penalty Method for a Vanilla Option Sections 4.5.4, 6.7 10: Efficiency of Standard Normal Distribution Function Appendix D2, Exercise 1.3 11: Approximating Volatility Surfaces Volatility, Appendix A6 12: Assembling for FE Methods on a Planar Domain Section 5.4.4, Exercise 5.8 13: High Contact of a Perpetual Option Section 4.5, Exercise 4.8 14: Random Numbers from RANDU Section 2.1, Exercise 2.2
last change: Nov 2015