Aim of this Project is to introduce the students and the academic people, interested both in Financial Mathematics and Engineering, on how to use the principal mathematical models on the pricing of derivative instruments.
Further, students in computer science, using the Laboratory, are able to exploit and study, from the informatics point of view, programs that are able to evaluate European Options, American Options, Spreads and Straddle Options. Of particular importance are the “Implied Volatility Calculators”, because these programs are built using specific algorithms.
The Laboratory here presented provides a solid instrument to improve the mathematical background for each student interested. From the strictly theoretical point of view, it represents an optimal tool to build a robust Mathematical Analysis knowledge.
Finally, all the mathematical models presented in this Laboratory can be used and studied by all the students in Engineering and Economics.