搜索资源列表
BullSpreadOption_Replication
- matlab源码。牛市差价期权复制及复制效果回测-MATLAB BULL SPREAD DYNAMIC REPLICATION
CTP-option-v6.3.0-APIasamples
- 最新的CTP期权行情与模拟交易的API及简单样例（可运行）-The latest CTP options API of market and simulation of transaction
hw2
- 是关于股票期权的，定价铲平，里面包括三叉树，二叉树 等-it is about the option price
windmatlab
- 运用wind matlab 进行量化投资, 例子包括 期货 期权 股票 债券等 -some samples for quantitative investing using matlab
butterfly-option-strategy
- 期权蝶式价差策略:把价差策略分解成单个期权的组合并分析期初成本和期末收益-Butterfly spread options strategy: to spread down into a combination of a single policy options and cost analysis at the beginning and end of the income
Iron-butterfly-option-strategy
- 铁蝶式期权蝶式价差策略:把价差策略分解成单个期权的组合并分析期初成本和期末收益.-Iron Butterfly spread options strategy: to spread down into a combination of a single policy options and cost analysis at the beginning and end of the income
multi-GBM
- 模拟多维几何布朗运动,是对多资产期权定价,采用蒙特卡洛算法的重要步骤-simulate the multi-dimension geometry brownian motion
MCMC-
- 欧式看涨亚式期权的马尔科夫链蒙特卡洛数值模拟算法-European call Asian Options Simulation Markov chain Monte Carlo algorithm
Monte-Carlo
- 对标的资产过程服从几何布朗运动的期权用蒙特卡洛模拟数值算法进行定价-The underlying asset process follows a geometric Brownian motion of options using Monte Carlo simulation, numerical algorithms pricing
IBDataCrawler
- 可以通过盈透证券IB网关抓取美股的证券，期权，期货数据。-US stocks can crawl securities, options, futures IB Interactive Brokers data through the gateway.
done
- 包括：使用控制变量蒙特卡洛法和一般蒙特卡洛法的欧洲期权看涨价格程序；使用蒙特卡洛计算定积分；使用B-S公式计算期权价格。 - Including: European call options price procedure using control variable Monte Carlo method and general Monte Carlo method using Monte Carlo calculation of definite integral use the
VarReduction
- 多种方差减小蒙特卡洛法计算期权的程序，程序对学习蒙特卡洛很有帮助！-Various variance reduction Monte C Lofa option calculation procedures, procedures for the Monte Carlo learning very helpful!
implicit_euler_iterative_solve
- 美式期权计算程序，利用的是implicit euler方法进行计算-implicit euler method to calculate American option.
fft
- 关于快速傅里叶变换的贝叶斯计算在金融工程的期权定价中的应用-About the bayesian calculation of fast Fourier transform, the application of option pricing in financial engineering
European_lattice_put
- 美式看跌期权和欧式看跌期权二叉树路径模拟，绝对正确-American and European put option put option binary path simulation, absolutely right
MATLAB-code
- 包含了14段代码，主要是金融领域。包含了显性有限差分-期权定价、蒙特卡洛定价、风险中性期权定价等-Contains 14 sections of the code, mainly in the financial sector. Contains explicit finite difference- pricing, Monte Carlo pricing, risk-neutral pricing options
put_option
- 复制看跌期权,主要包含期权结构、收益分析的内容-copy a put option
HW7
- 欧式期权的定价，利用几何布朗运动，包括置信区间的估计！-European option pricing, the use of geometric Brownian motion, including the confidence interval estimate!
monte_carlo
- 蒙特卡洛模拟，期权定价分析，收益模型仿真。Monte Carlo simulation for returns-Monte Carlo simulation for returns
IMPLIED-VOLA
- 期权的隐含波动率算法。主要使用Crank Nicholson方法求隐含波动率 -Using Crank Nicholson method to get implied volatility