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Jump_main
- 本程序为跳扩散过程下欧式期权的定价模型，方便大家做出期权走势图-The procedures for the jump diffusion process European option pricing model, we facilitate to make a chart options
american_option
- 对服从几何布朗运动的美式看跌期权进行了定价。里面参数可自行修改-pringcing for American Options
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
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
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!
asian
- 运用二叉树对欧式看涨亚式期权的定价，详细说明-Use binary European call for Asian options pricing
PDE
- 用VBA编写使用PDE对期权进行定价的程序，在excel中使用，可调整参数。-Using PDE to price an option. Using VBA in EXCEL.
spread_am
- 美式看涨价差及看跌价差期权的二叉树定价matlab代码-matlab code of american call and put spread option
European-Option
- 使用多层蒙特卡洛方法对欧式期权进行定价，并计算使用的样本量、层数和方差-Monte Carlo Method and Option Pricing
euroption
- 看涨期权二叉树模型定价，能生成树结果和期权价格-Binary call option pricing model, spanning tree results and the option price
BS-MonteCarlo
- B_S模型，用于期权期货模型定价，应用过去的数据实现对未来价格的与预测-B-S model for the futures pricing of option
ImpliedVolatitity
- 根据股价、期权的总市值和收益率，来计算隐含波动率，以及根据隐含波动率来定价。-According to the share price, market capitalization and profitability options to calculate implied volatility and implied volatility based on pricing.
Equity-Linked-structural-analysis
- 股票挂钩结构分析，根据B-S模型计算买入期权、卖出期权的价格。计算保本票据的定价与收益。测算SharkOption收益率。-Equity Linked structural analysis, calculated according to the BS model call option, put option prices. Calculation of the insurance pricing and revenue bills. SharkOption estimated yield.
assignment
- 基于R语言的利率二叉树构建，再次基础上进行期权的有效定价(The lattice tree in R language)
monte carlo
- 奇异期权的蒙特卡洛定价，包含美式、回望、障碍期权(Monte Carlo pricing of exotic options)
asian_option
- 亚式期权二叉树定价，最经典的算法！！！！！！！！！(Binary tree pricing of Asian Options)