搜索资源列表
Jump_main
- 本程序为跳扩散过程下欧式期权的定价模型，方便大家做出期权走势图-The procedures for the jump diffusion process European option pricing model, we facilitate to make a chart options
ex_diff_call_put
- 有限差分的源代码，看跌期权，希望对大家有帮助-Finite difference of the source code, puts, we hope to help
HestonCalibration
- 波动率预测模型；期权定价；未来期权波动率预测-local volatility model (hestion calibration)
msqq12
- 美式期权以十二步长为例，对于提前执行边界的二维画图显示以及期权定价问题-American option to twelve step, for example, for the implementation of the border ahead of a two-dimensional drawing display and option pricing problem
american_option
- 对服从几何布朗运动的美式看跌期权进行了定价。里面参数可自行修改-pringcing for American Options
MonteCalo_optionPrice1
- 利用蒙特-卡洛方法，计算可转换公司债券的期权价值-Monte Carlo method for calculating the value of bonds
option
- 本代码主要是给期权定价，里面主要用到的是二叉树定价的方法，分为美式和欧式两种-This code is mainly to option pricing, which is the main method used binary pricing
test
- 用来计算普通美式期权的call and put option-Used to calculate the ordinary American option call and put option
CallOption_S
- 学习金融学的同学可以参考该编程计算看涨期权的收益率，以对所学知识有更深的了解和巩固-Learning finance students can refer to the programming calculation yields a call option to have a deeper understanding of the knowledge and consolidation
option-pricing-codes
- 期权定价的相关matlab代码程序，喜欢的朋友可以下载-Related matlab code program option pricing, like a friend can download to see
American-put-option-pricing
- 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
BTM
- 二叉树算法在美式期权定价中的应用,已通过自己电脑测试-Binary Tree Algorithm in American option pricing has been tested through their own computers
MCLOOKback
- 蒙塔卡洛模拟在回望期权中的应用，已经通过自己电脑测试-Monta Carlo simulation in the lookback options have been tested by their computer
hw6
- 原理：通过牛顿割线计算隐含分布率。 应用：计算facebook在欧洲的看涨期权和看跌期权。- C++ program to calculate the implied volatility using Newton-Ralphson (secant) * method for European Call and put Options for face book.
hw5
- 这个程序使用二项式方法计算欧式期权价格和二项式方法和布莱克-斯科尔斯之间的误差进行比较。 -This program uses binomial method to calculate the European option prices and compare the error between binomial method and Black-Scholes.
hw4
- 这个程序使用蒙特卡洛模拟计算欧式期权价格和蒙特卡罗和布莱克-斯科尔斯之间的误差进行比较。-This program uses Monte Carlo simulation to calculate the European option prices and compare the error between Monte Carlo and Black-Scholes. 1.use Marsagalia s polar method to generate the standard norm
vanilla
- 用蒙特卡洛模拟的方法来计算基于股票的欧式期权的价格-Monte Carlo simulation method to calculate the stock-based European option prices
BSmodel
- 金融理论中最常用的期权定价模型即为BS模型。本代码可以输入BS模型所需参数，得到看涨和看跌期权的理论价格。-The most commonly used financial theory is BS option pricing model model. This code can be entered BS model parameters required to obtain a call and put option price theory.
fzqq
- 这是一个复制期权的matlab程序，内部有随机股价模拟，和delta对冲。-this is a program to do delta heging, and stochastic stock prices simulating
Option-Pricing
- 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing