Homework with Matlab/Maple Worksheets

Charles Tier

Options Worksheet

Worksheets computing Black-Scholes Solution

1. Evaluation using built-in function

2. User defined solution, Delta, etc.

Homework 2 spring 2007

Homework 3 spring 2007

Homework 4 spring 2007

Homework 5 spring 2007

Homework 6 spring 2007

Homework 7 spring 2007

Here is Desmond Higham's program for implementing the binomial method.

Mathlab code