I am to defend my bachelor on the 29/1/16 in the afternoon, an auditorium and a more specific time will follow.
The topic is: Numerical option pricing using uniform grids.
That is, making different matematical models to approximate the real solution of the Black-Scholes equation.
I will upload my
paper and the code used once it has been submittet (after the 15/1/16).
The lecture will be in english since Sima, my advisor, is from Iran.
The defence is public, everyone is welcome to attend.
In case you want to read it, the project can be found here:
The code used can be found here: