资源列表
complete
- 有限差法计算期权价格，美式期权，说明包含在文件里，-finite difference method options prices, the American option, the statement contained in the document,
PROJECT4
- ATM (BANKING) Simulation
SAR
- 用来计算抛物线指标或停损指标，用作量化策略中的停损指标，以减少投资风险。-Used to calculate the parabolic index or stop loss index, as a quantitative strategy to reduce the risk of the stop loss, in order to reduce investment risk.
dll
- 飞狐交易师的dll，macd的一些元素程序。-airfox--dll ,for macd ......。
Account
- 多线程实现银行账户存取款程序，包括对账户的线程安全处理。-Multi-threading bank account deposit procedures, including accounts of the thread-safe processing.
skewkurt
- 计算数据的峰度和偏度，并判断是左偏还是右偏、轻尾还是厚尾，最后统一显示结果-Kurtosis and skewness calculated data, and judgment is the left side or right side, light-tail or fat-tail, then show the final results together.
momre
- 股票动量效应和反转效应的函数。输出利用这两种策略的持有期累计收益。-Stocks Momentum and Contrarian Effects of the function. Output use of these two strategies cumulative gain holding period.
deltacal
- 计算option的delta值，以作对冲交易使用
NingboECCTest
- 支持金融IC卡读写,支持金融IC卡读写,-Support the financial IC card reader
12-10
- 美式期权的买方可以在到期日或之前任一交易日提出执行。用matlab计算美式看涨期权。-COMPUTE AMERICAN OPTION USING MATLAB
simple
- 基础人工股票市场的代码，用于计算金融实验-Based artificial stock market code, used to calculate the financial test
example7_4
- 跨期套利策略计算测试，计算收益率和shapre值-calender spread trading test