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  • MA 473 Computational Finance Lab 5: Rahul Agrawal 10012326

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    Ajay Pratap Singh
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    This document discusses the results of Lab 5 for MA 473 Computational Finance. It provides the American put option price using interpolation as 4.40 and using quadratic approximation as 4.65.

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    This document discusses the results of Lab 5 for MA 473 Computational Finance. It provides the American put option price using interpolation as 4.40 and using quadratic approximation as 4.65.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    29 views2 pages

    MA 473 Computational Finance Lab 5: Rahul Agrawal 10012326

    Uploaded by

    Ajay Pratap Singh
    This document discusses the results of Lab 5 for MA 473 Computational Finance. It provides the American put option price using interpolation as 4.40 and using quadratic approximation as 4.65.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 2

    MA 473 Computational Finance Lab 5

    Rahul Agrawal 10012326


    Ans. 1 a) Approximation based on interpolation American Put Option price = 4.40

    b) Quadratic Approximation American Option Put Price = 4.65

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