文件名称:Option-Pricing
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- 上传时间:2014-06-16
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文件大小:6kb
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已下载:2次
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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
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下载文件列表
Greek/mainfile.m
Greek/optionprice.m
Greek/path.m
Hedging Strategies/StopLossingHedge.m
Lattice Option Pricing/LatticeAmericanCall.m
Lattice Option Pricing/LatticeAmericanPut.m
Lattice Option Pricing/LatticePricing.m
Lattice Option Pricing/Pay Latter Option/
Lattice Option Pricing/Pay Latter Option/Main.m
Lattice Option Pricing/Pay Latter Option/PayLaterPrincing.m
MonteCarlo Simulation/MonteCarloEuropeanOption.m
Greek/optionprice.m
Greek/path.m
Hedging Strategies/StopLossingHedge.m
Lattice Option Pricing/LatticeAmericanCall.m
Lattice Option Pricing/LatticeAmericanPut.m
Lattice Option Pricing/LatticePricing.m
Lattice Option Pricing/Pay Latter Option/
Lattice Option Pricing/Pay Latter Option/Main.m
Lattice Option Pricing/Pay Latter Option/PayLaterPrincing.m
MonteCarlo Simulation/MonteCarloEuropeanOption.m
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