06.08.2012 Views

Computational Finance on the GPU

Computational Finance on the GPU

Computational Finance on the GPU

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

Binomial Trees<br />

• C<strong>on</strong>struct <strong>the</strong> tree<br />

– Create a branch for each<br />

time step<br />

– At each node <strong>the</strong> stock<br />

can ei<strong>the</strong>r go up u% or<br />

down d%

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!