资源列表
BVAR_Gibbs
- Bayesian VAR Models based on GIBBS Sampling
Lab_exercise_120130322235942(1)
- Bocconi University Exercises in Financial Econometrics for Portfolio Optimization and Financial Markets
Lab_exercise_420130522011924
- Bocconi University Exercises in Financial Econometrics for Markov-Switching Models and Financial Markets
sign20130507105715(1)
- Directory of useful Bayesian VAR Analysis material
PowerWorldSimulator
- 电力仿真软件，潮流计算，短路分析，学习常用软件-powerworld simulator
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.
hw3
- 金融行业适用，使用极坐标的方法构造标准正态分布变量-use polar method to genertate standard Normal variates.
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
NMESdata
- Calgary大学的CREWES研究小组的软件，可以用于地震处理-The research team at the University of Calgary CREWES software that can be used for seismic processing
seplib-6.3.1.tar
- 有关地震处理的一个软件，sep的，国际知名，可以来-A software-related seismic processing, sep, the internationally renowned, you can take a look
septour.ps
- 这个还是sep的，但是另外一个版本，不一样，有兴趣可以一看-This is sep, but another version, not the same, are interested can see