Monte Carlo Methods applied to the Black-Scholes financial market model
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Updated
May 9, 2018 - C++
Monte Carlo Methods applied to the Black-Scholes financial market model
Parallel Patterns Implementation of PARSEC Benchmark Applications
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
C++ code: Manipulating data and extracting useful outputs
Black-Scholes-Merton Option Pricing application with Greeks written in C++
Final Git repo for Black-Scholes & Heat equation PDEs simulations project in C++ with SDL2
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