- Joined
- 10/24/03
- Messages
- 20
- Points
- 18
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 ones to see it, but it is written in java.
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 ones to see it, but it is written in java.