• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Non central chi square distribution

Joined
9/19/14
Messages
52
Points
18
I know there is a way to get the non central chi square distribution in c language or some other computer software but I am interested in the maths behind it.
I am going through the book handbook of quantitative finance.
The book just has dedicated three/four pages but it is just a huge wall of maths and it doesnt explain any of the steps.
Does anyone have any papers or anyother resources that explain he whole process of computing the distribution and the cev call option formula?
Thanks
 
Back
Top