This is the source file for the ST433 Computational Finance cource 2014.

It includes Black-Scholes and Heston Model for option pricing, Cramer-Lundberg Model in the ruin theory and the systematic risk model.

This is the source file for the ST433 Computational Finance cource 2014.

It includes Black-Scholes and Heston Model for option pricing, Cramer-Lundberg Model in the ruin theory and the systematic risk model.

The copyright of file project14.pdf belongs to **London School of Economics**.

The copyright of file ./saveTightGraph.m belongs to E Akbas (c) Aug 2010.


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