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ADEMethod.cpp
ADEMethod.cpp
 
 
ADEMethod.h
ADEMethod.h
 
 
ADETwoFactorMethod.cpp
ADETwoFactorMethod.cpp
 
 
ADETwoFactorMethod.h
ADETwoFactorMethod.h
 
 
Ade.cpp
Ade.cpp
 
 
Ade.h
Ade.h
 
 
AdeTwoFactor.cpp
AdeTwoFactor.cpp
 
 
AdeTwoFactor.h
AdeTwoFactor.h
 
 
Application_Wrapper.cpp
Application_Wrapper.cpp
 
 
Application_Wrapper.h
Application_Wrapper.h
 
 
Branches3.cpp
Branches3.cpp
 
 
Branches3.h
Branches3.h
 
 
Branches4.cpp
Branches4.cpp
 
 
Branches4.h
Branches4.h
 
 
BranchesBase.cpp
BranchesBase.cpp
 
 
BranchesBase.h
BranchesBase.h
 
 
BranchesUVM.cpp
BranchesUVM.cpp
 
 
BranchesUVM.h
BranchesUVM.h
 
 
ErrorHandler.cpp
ErrorHandler.cpp
 
 
ErrorHandler.h
ErrorHandler.h
 
 
Input.cpp
Input.cpp
 
 
Input.h
Input.h
 
 
LatticeMethod.cpp
LatticeMethod.cpp
 
 
LatticeMethod.h
LatticeMethod.h
 
 
LatticeTwoFactorMethod.cpp
LatticeTwoFactorMethod.cpp
 
 
LatticeTwoFactorMethod.h
LatticeTwoFactorMethod.h
 
 
PseudoFactory.cpp
PseudoFactory.cpp
 
 
PseudoFactory.h
PseudoFactory.h
 
 
README.md
README.md
 
 
SliceBase.cpp
SliceBase.cpp
 
 
SliceBase.h
SliceBase.h
 
 
SliceMultiplicative.cpp
SliceMultiplicative.cpp
 
 
SliceMultiplicative.h
SliceMultiplicative.h
 
 
SliceTwoFactor.cpp
SliceTwoFactor.cpp
 
 
SliceTwofactor.h
SliceTwofactor.h
 
 
Stopwatch.cpp
Stopwatch.cpp
 
 
Stopwatch.h
Stopwatch.h
 
 
TwoFactorOption.cpp
TwoFactorOption.cpp
 
 
TwoFactorOption.h
TwoFactorOption.h
 
 
ValuationApplication.cpp
ValuationApplication.cpp
 
 
ValuationApplication.h
ValuationApplication.h
 
 
ValuationMethodBase.cpp
ValuationMethodBase.cpp
 
 
ValuationMethodBase.h
ValuationMethodBase.h
 
 
main.cpp
main.cpp
 
 
option.cpp
option.cpp
 
 
payoff.cpp
payoff.cpp
 
 
payoff.h
payoff.h
 
 
pde.cpp
pde.cpp
 
 
pde.h
pde.h
 
 

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My_Projects

this project contains my master thesis work on pricing options using Alternating Direction Explicit method. It also contains other important methods in computational Finance such as Monte Carlo and Lattices. It uses these methods to find solutions for non-linear partial differential equations.

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My Master Thesis on Option Pricing Using C++

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