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  1. Options with 2 underlyings

    Hi all. I've just read through this thread and have found it very helpful. I am just starting out doing a semester long research project on pricing Multi-Asset options for my MSFE class. The objective of my research is to produce numerical schemes for the pricing of these options using for...
  2. 2011-2012 Quantnet Ranking of Financial Engineering (MFE) Programs

    Andy. Great job with the rankings. Thanks for the info. I have personally found this site to be very useful in finding an MFE program that works best for me. Out of curiosity, do you know how many MFE programs exist in the USA in total?
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