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It's International Open Access Week, 24-30 October 2016. This year's theme is "Open in Action" and is all about taking meaningful steps towards opening up research and scholarship. The Strathprints institutional repository is a digital archive of University of Strathclyde research outputs. Explore recent world leading Open Access research content by University of Strathclyde researchers and see how Strathclyde researchers are committing to putting "Open in Action".


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Black-Scholes option valuation for scientific computing students

Higham, Desmond J. (2004) Black-Scholes option valuation for scientific computing students. [Report] (Unpublished)

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Mathematical finance forms a modern, attractive source of examples and case studies for classes in scientific computation. I will show here how the Nobel Prize winning Black-Scholes option valuation theory can be used to motivate exercises in Monte Carlo simulation, matrix computation and numerical methods for partial differential equations.