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mt417
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,ML法能够很好的估计信号的信噪比,利用最小二乘算法实现对三维平面的拟合。- Monte Carlo simulation method of calculating the American option price and basic descr iption, ML estimation method can be a good signal to noise ratio, Least-squares algorithm to fit a
bifvt
- 各种kalman滤波器的设计，对HARQ系统的吞吐量分析，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Various kalman filter design, HARQ throughput analysis of the system, Monte Carlo simulation method of calculating the American option price and basic descr iption.
pjnsc
- 保证准确无误，是学习通信的好帮手，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,计算目标和海洋回波的功率谱密度。- Ensure accurate communication is learning a good helper, Monte Carlo simulation method of calculating the American option price and basic descr iption, Calculating a target and ocean echo p
yscyu
- 包含收发两个客户端的链路级通信程序,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,最大似然（ML）准则和最大后验概率（MAP）准则。- Contains two clients receive link-level communications program, Monte Carlo simulation method of calculating the American option price and basic descr iption, Maximum Likelihood (
iw266
- 包含收发两个客户端的链路级通信程序,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,滤波求和方式实现宽带波束形成。- Contains two clients receive link-level communications program, Monte Carlo simulation method of calculating the American option price and basic descr iption, Filtering summation way broadb
pvcxv
- ML法能够很好的估计信号的信噪比,Matlab实现界面友好，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- ML estimation method can be a good signal to noise ratio, Matlab to achieve user-friendly, Monte Carlo simulation method of calculating the American option price and basic descr iption.
kevqt
- gmcalab 快速广义的形态分量分析，一种流形学习算法（很好用），用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- gmcalab fast generalized form component analysis, A fluid manifold learning algorithm (good use), Monte Carlo simulation method of calculating the American option price and basic descr ipt
vd111
- 解耦，恢复原信号，采用的是脉冲对消法，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Decoupling, restore the original signal, It uses a pulse of consumer law, Monte Carlo simulation method of calculating the American option price and basic descr iption.
ankjr
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,使用混沌与分形分析的例程，利用matlab针对图像进行马氏距离计算 。- Monte Carlo simulation method of calculating the American option price and basic descr iption, Use Chaos and fractal analysis routines, Using matlab to calculate the Mahalanobis distance
qing-V6.4
- 插值与拟合，解方程，数据分析，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,一种基于多文档得图像合并技术。- Interpolation and fitting, solution of equations, data analysis, Monte Carlo simulation method of calculating the American option price and basic descr iption, Based on multi-document image ob
gai-V3.5
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,利用自然梯度算法，主要为数据分析和统计。- Monte Carlo simulation method of calculating the American option price and basic descr iption, Use of natural gradient algorithm, Mainly for data analysis and statistics.
pingkang_v74
- 在MATLAB中求图像纹理特征，用于信号特征提取、信号消噪，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- In the MATLAB image texture feature, For feature extraction, signal de-noising, Monte Carlo simulation method of calculating the American option price and basic descr iption.
kuapi
- 独立成分分析算法降低原始数据噪声，具有丰富的参数选项,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Independent component analysis algorithm reduces the raw data noise, It has a wealth of parameter options, Monte Carlo simulation method of calculating the American option price and basic descr i
hekqd
- MIT人工智能实验室的目标识别的源码,Pisarenko谐波分解算法,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- MIT Artificial Intelligence Laboratory identification of the target source, Pisarenko harmonic decomposition algorithm, Monte Carlo simulation method of calculating the American option pr
Option_VolatilitySurface
- 实时显示上交所50ETF隐含波动率曲面。(Display implied volatility surface of 50ETF in Shanghai Stock Exchange.)
vnpy-master
- 用Python编写的程序化交易软件，可用于期货、期权等的实盘交易(Written in Python programming transaction software, futures, options, etc. can be used for a firm transaction)
KMV程序
- KMV模型是对传统信用风险度量方法的一次重大革命，其是在现代期权定价理论上建立起来的违约预测模型。假设公司的价值服从某种函数分布，其是什么样的分布要根据资产期望值及标准差来确定。预期违约概率（ ）是分三步骤来确定:第一步：计算公司的市场价值及其波动性；第二步：估算出公司的违约点、预期价值；第三步：估计预测违约概率（ ）。(KMV model is a major revolution in the traditional credit risk measurement method. It is
Trinomial_Call
- 欧式看涨期权三叉树模型的实现，以及障碍期权的运用(The implementation of the trinomial model to the European call option The implementation of a barrier to the European call and out option)
MATLBA
- 欧式期权定价 和 greeks计算相关matlab代码(European Option pricing and greeks calculation)
金融数量分析MATLAB编程
- 金融数量分析——基于MATLAB编程（第3版）》一书中的案例均来源于作者的工作实际，并充分体现“案例的实用性、程序的可模仿性”，程序中附有详细的注释。例如，投资组合管理、KMV模型计算、期权定价模型与数值方法、风险价值VaR的计算等案例程序，读者可以直接使用或根据需要在源代码的基础上修改、完善。(Quantitative analysis: Based on MATLAB programming (Third Edition) "a Book of the case are deriv