Hi All,
It has been a few years since I have completed the MFE at Baruch. Can you post a few of the programs you have wrote for the class you have taken? I want to see a broad spectrum. Don't worry if you code is ugly. I am trying to build a framework that can be used by students at all level...
Attached is my capstone project on implied trinomial trees. The paper covers getting an implied volatility surface which may or may not help with Neftci's HW # 2.
You can't change the inputs because I don't do all the checking that might cause infinite loops. I can post up the code if anyone...
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