Rüdiger Seydel

Professor für Mathematik



Downloads

The following course notes may be downloaded:

Chapter1
Modelling Tools
cfcoursenotes1beam.pdf (311.05KB)
Chapter1
Modelling Tools
cfcoursenotes1beam.pdf (311.05KB)


 

Chapter 2
Random Numbers
cfcoursenotes2beam.pdf (1.16MB)
Chapter 2
Random Numbers
cfcoursenotes2beam.pdf (1.16MB)



Chapter 3
Monte Carlo Simulation
cfcoursenotes3beam.pdf (271.67KB)
Chapter 3
Monte Carlo Simulation
cfcoursenotes3beam.pdf (271.67KB)
Chapter 4
Finite Diffence Methods for American-Style Options
cfcoursenotes4beam.pdf (243.01KB)
Chapter 4
Finite Diffence Methods for American-Style Options
cfcoursenotes4beam.pdf (243.01KB)


The following Topics may be downloaded (and used if properly quoted [R.Seydel: Topics]). See  the list of Topics

Topics
List of Topics
TopicsPDF.pdf (43.63KB)
Topics
List of Topics
TopicsPDF.pdf (43.63KB)

     and the website  www.compfin.de .

 

Topic 1
Discrete Dividends I
Topic1.pdf (1.42MB)
Topic 1
Discrete Dividends I
Topic1.pdf (1.42MB)



Topic 3
Rejection Method
Topic3.pdf (246.47KB)
Topic 3
Rejection Method
Topic3.pdf (246.47KB)



Topic 5
Discrete Dividend II
Topic5.pdf (235.2KB)
Topic 5
Discrete Dividend II
Topic5.pdf (235.2KB)

 


Topic 7
Two-Asset American-Style Option
Topic7.pdf (388.55KB)
Topic 7
Two-Asset American-Style Option
Topic7.pdf (388.55KB)

 

Topic 9
Penalty Method
Topic9.pdf (1.39MB)
Topic 9
Penalty Method
Topic9.pdf (1.39MB)



Topic 12
Assembling for Finite Element Methods
Topic12.pdf (37.14KB)
Topic 12
Assembling for Finite Element Methods
Topic12.pdf (37.14KB)