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derivatives-and-financial-instruments

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victorakins02 / Solving-BSE-Numerically

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This repository contains the implementation of numerical methods for solving the Black-Scholes Equation and the Time-Dependent Schrödinger Equation. It features C++ code using the Crank-Nicolson method, along with Python scripts for visualizing the results. A detailed report analyzing the findings and methodologies is also included.

python cpp quantum-mechanics computational-physics option-pricing numerical-methods schrodinger-equation crank-nicolson-method black-scholes-equation explicit-and-implicit-schemes derivatives-and-financial-instruments
  • Updated Oct 5, 2024
  • C++

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