Solving ODE with explicit finite difference method - oDesk

This task is concerning Financial modelling. We need a programmed solution to solve a time dependant ordinary differential equation. The solution should be programmed with either Excel, Maple, R or Matlab. We have two equations which need to be solved recursively back through time using explicit finite difference methods. We need a solution where it is possible to change the various parameter values so we can solve the problem again each time we have other parameters. The problem is from an article from the Journal of Finance published in 2003 (please see page 240 (equation 17 and 18)). The solution will be a graph similar to the one on page 246 with the time horizon on the x-axis and the optimal portfolio on the y-axis.



Budget: $100

Starting On: July 30, 2012

Ending On:

Posted On: July 30, 2012 08:58 UTC

ID: 201481338

Category: Software Development > Other - Software Development

Skills: maple,finance,matlab,r,microsoft-excel

Country: Denmark

Hours Billed: 0.00



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