https://gdpark.blog/tags/matrix-equations/Recent content in Matrix-Equations on gdpark.blogHugoenSun, 18 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-20-implicit-finite-difference-method-fdm-part-2/Sun, 18 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-20-implicit-finite-difference-method-fdm-part-2/We put our Ax=b solver to work and actually price a European call with Implicit FDM, walking through how the matrix equations generalize as we slice the grid into more pieces!