Algorithms for Numerical Analysis

  • Carlos Oliveira


Equation solving is one of the main building blocks for financial algorithms used in the analysis of options and financial derivatives. This happens because of the nature of options pricing, which is based on the Black-Scholes pricing model. Many of the techniques that involve options pricing require the efficient solution of equations and other mathematical formulations.


Numerical Algorithm Option Price Sample Function Numerical Programming Main Building Block 

Copyright information

© Carlos Oliveira 2016

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.Monmouth JunctionUSA

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