Bachelor defence. (Peter Jensen)

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:
https://www.dropbox.com/s/nshzppsria3e5la/Final.pdf?dl=0

The code used can be found here:
https://www.dropbox.com/s/rv8gdjnqwwopt7p/FE_BS.mw?dl=0
https://www.dropbox.com/s/180qctnu1bx52e6/BE_BS.mw?dl=0
https://www.dropbox.com/s/7502kg6go3dqxo7/CN_BS.mw?dl=0
https://www.dropbox.com/s/asq57tpm69zxcrq/RTS_CN_BS.mw?dl=0
https://www.dropbox.com/s/ib47eldoezgo4ij/BE_BS_nonuniform_final.mw?dl=0

▼ Show More Information

Universitetsparken 5, 2100
København
29 January , Friday 15:00

More Events Nearby

 01 February , Friday
 Copenhagen, Denmark, Copenhagen
 25 January , Friday
 Skovshoved Hotel, Charlottenlund
 24 January , Thursday
 Frømandsklubben Nikon, Ishøj
 25 January , Friday
 Portalen, Greve
 02 February , Saturday
 Portalen, Greve
 24 January , Thursday
 Frømandsklubben Nikon, Ishøj
 05 February , Tuesday
 Musik i Diamanten - Det Kgl. Bibliotek, København
 31 January , Thursday
 DR Koncerthuset, København
 01 February , Friday
 Dragon Rises Denmark, Ballerup