Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977. Finite difference methods can solve derivative pricing problems that have, in general, the same level of complexity as those problems solved by tree … [Read more...]
Archives for 12/03/2010
Monte Carlo option model
The Monte Carlo Option Model was developed to compute the exact value of a particular option using Monte Carlo Methods, as termed by Stanislaw Ulam. Designed by Phelim Boyle, this model was implemented for the first time in the year 1977 for the purpose of option pricing, which was applied for calculating the value of European options. A few years after, the model was also … [Read more...]
Free Stock Tips for 15th March 2010
The Various – Daily Stock Recommendation Given by the various analysts and Stock Brokers are : YES Bank Ltd. - Daily stock recommendation 15-03-2010 Source Action Tip Period Target Price (Rs.) Hemen Kapadia Buy, stop loss Rs 249 - 258.00 Steel Authority of India (SAIL) Ltd. - Daily stock recommendation 15-03-2010 Source Action Tip Period … [Read more...]