搜索资源列表
frft.m
- FRFT的程序 与FFT相比有自由度的优势 在金融期权定价中可以应用-Fractional Fast Fourier Transform(FRFT)
Blackscholes
- 给期权定价的著名的有用的很好的基于布朗运动的BS期权定价公式-To the famous option pricing useful good BS option pricing formula based on the Brownian motion
shuangbizhong
- 应用蒙特卡洛模拟方法为某种双币种期权定价-Quanto Option Pricing using the Monte Carlo method
MC_Knock_Out
- 障碍期权定价的模特卡洛模拟 用antithetic variate 法减小标准误差-Monte Carlo Simulation of a Knock Out contract, using antithetic variate method to reduce the standard error.
binomial-pricing-model
- 二叉树定价模型是期权定价模型中最为简单也是最为实用的定价模型，其极限就是Black sholes定价模型的结果。-Binary tree pricing model is the most simple option pricing model is the most practical pricing model, the limit is Black sholes pricing model results.
Desktop
- 在进行利用蒙地卡罗方法进行期权定价的时候，我们有很多减小方差的方法，下面是其中的两种。-During the use of Monte Carlo methods for option pricing, we have a lot of variance reduction method, the following two.
Option-pricing
- 关于期权定价的matlab实例运用，还有有关的excel表格-About option pricing instance using matlab and excel spreadsheets
AssetPriceEuropeanCallOption
- matlab欧式看涨期权定价，内附有两种代码算法，适合matlab初学者-the matlab European call option pricing
AmericanBAW
- 美式期权定价模型 利用二叉树对美式期权进行定价-American option pricing model
cubic_error
- 无网格方法，对期权定价方程Black-Scholes公式进行离散，然后求数值解，效果很好-meshless method
4444
- 南加州大学期权定价模型课程MATLAB模型范例-Option Pricing from University of Southern California
apt
- 期权定价 欧式期权带红利的离散跳过程的欧式期权定价-option pricing
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
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
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
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.
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