Consider an initial value ODE of the following form
Friday, February 22, 2013
Thursday, February 7, 2013
Question You must price a coupon bond with a principle of $100 maturing in 2 years time. Two coupons of $5 are paid at the end of year one and year two, and the continuous compound interest rate is a constant 10%. Extend your code to price a coupon bond with any specification.
Wednesday, February 6, 2013
Write a function to calculate N(x) the cumulative normal distribution with mean zero and variance one given by the formula