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Financial_Engineering

Selected examples and exercises from 'Mathematics for Finance: An Introduction to Financial Engineering' by Marek Capinski Tomasz Zastawniak (pdf available online).

Though I coded most every example in the book, back when I initially did so my coding was not legible. I revised some of my work and posted it. Ergo, only about 1/3 of the chapters are presented, and these revolve around options trading. Sections which deal with the binomial model are ommitted. Thogh I am painfully familiar with binomial models, I am a believer in non-parametric methods (methods which do not presume to know the underlying probability distribution) as they seem more realistic, or at least less idealized.

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