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In the final project assignment you are asked to develop an OOP C++ class hierarchy for derivative pricing, using the binomial tree and Black-Scholes option pricing methods. You will also write programs that read data from a file and calculate the prices of several derivatives, to show the functionality of your solution. The third part of the assignment is optional. Please ensure that you've solved the first two parts correctly before attempting to solve part III.
Most of the implementation details are left to you. There are many 'right' ways to complete the assignment. Take advantage of C++ OOP features like class inheritance and virtual functions to make your life easier and the implementation simpler.
To avoid making the assignment overly complicated, we will exclusively work under the classical Black-Scholes assumptions. Specifically, we assume that the underlying stocks do not pay dividends, and that the (continuously compounded) discount rate is constant, as are the volatilities and growth rates of the underlying stocks. It would, however, be straightforward to generalize a well implemented program to a more general setting. You may have such generalizations in mind when solving the project.
Program is to find the maximum from two numbers: Program is to find the maximum from two numbers entered by the user having pointer variable as parameter void main() {
A palindrome is a string that reads the same from both the ends. Given a string S convert it to a palindrome by doing character replacement. Your task is to convert S to palindrome
How would I make a maze in C++? I would prefer to use the recursion maze generation algorithm if possible, thanks!
#Write a program to find the area under the curve y = f(x) between x = a and x = b, integrate y = f(x) between the limits of a and b. #include float start_poi
Derived Data Type: Array is derived data type to store large collection of data of only one data type. int mark[100]; char names[25]; Function: will be discussed early
write a c++ program for pebble merchant
Create a pseudocode in getting Calendar Quarter. The program should identify which quarter falls the given date. Note: Consider the date format DDMMYYYY.
c | c-c-c-c-c | c-c-C-c-c | c find distance between difftent carbon atom by programing
Overall Program Objective: You will design and simulate a basic RISC processor. You will create and encode an instruction set. Your final task will be to "compile" a program
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