https://gdpark.blog/tags/python/Recent content in Python 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/Walking through the Implicit FDM code for pricing a European call — from a 3×3 matrix to the fully generalized grid, step by step and hehe all the way!