Financial Mathematics I:

Q2) Write a program to implement explicit and implicit finite difference methods.

Financial Mathematics I: options, futures and other derivatives (9th edition) Chapter 17: Options on stock indices and currencies, Chapter 18: Futures options ,Chapter 21: Basic numerical procedures ,Chapter 27: More on models and numerical procedures

Use Quesrion 1 to solve The question above

q1)Design and implement a computer program to value options using a binomial/trinomial tree. You can use a programming language of your choice. Do not use Excel/VBA for this exercise. Implement appropriate switches so that the program can value European or American options, options on stocks (dividend or non-dividend paying), stock indices, currencies, and futures. Calculate the Greeks in your program. Test your program using many of the examples in the book and the assignments. Please make sure to include complete instructions for me to install the software and test your program. If I am not able to test your program I cannot grade it and give you marks.