搜索资源列表
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,
binomoaltree2d
- 二叉树方法计算欧式期权价格,篮子期权,由2项资产-binary tree method Continental options prices, basket options, from the two assets
BlackScholesEuro
- 基本基础的欧式期权价格计算程序,使用最基本的布莱克斯科尔斯公式-basic European options prices, the use of the basic Black Scholes formula
MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价,更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
TrinomialAmerican
- 三叉树方法计算美式期权定价,更加精确而且计算速度增加。有关说明在文件中。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
doc000
- 股票的期权定价理论介绍和相关的数值分析.doc-stock option pricing theory is introduced and the associated numerical analysis. Doc
option
- 给出了用python编写的两个期权策略,请多多指教(Two option strategies are given in the package, you can view them and give opinions.)
BlackScholes
- 期权定价模型与数值方法 BS公式隐含波动率计算(Option pricing model and numerical method Calculation of Implicit Volatility of BS Formula)
American Options
- 用多种方法求解美式期权定价问题,其中包括二叉树方法,有限差分法,最小二乘蒙特卡洛模拟法(LSM法),并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These
greek
- 希腊字母代码,可用于模拟期权交易中希腊字母的变动(Greek letter code that can be used to simulate the change of the Greek letter in option trading)
黄金现货期权数据
- 外汇黄金期权数据,计算方法里面都有,希望能帮助大家
mc
- 利用蒙特卡洛方法计算欧式看涨期权的价格。(Monte Carlo method is used to calculate the price of European call options.)
get_call_greeks_black_scholes
- 获取看涨期权的两个希腊字母Delta和Gamma(get Delta and Gamma of a European call option.)
matlab 最小二乘蒙特卡罗(LMS)美式期权定价
- 用蒙特卡洛模拟实现美式期权定价,包括资产路径生成和美式期权欧式期权定价的源代码,附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with reference.)
asian_option
- 美亚式期权定价 使用蒙特卡洛数值模拟方法,对美亚式期权进行定价(Asian option pricing)
蒙卡模拟代码
- 运用蒙特卡洛原理在matlab上实现模拟期权价值(Simulated option value)
编程
- 期权定价 多部二叉树模型 BS模型 蒙特卡罗模拟(Option pricing Multipartite binary tree model BS model Monte Carlo simulation)
K神网络搭建多国语言台湾IQ Option二元期权MT4博易大师信管家期货软件
- K神网络搭建多国语言台湾IQ Option二元期权MT4博易大师信管家期货软件 ★稳定高并发的系统C#语言搭建; ★行情数据实时流畅不卡不顿; ★365天贴心服务保驾护航; K神网络搭建:IQ Option二元期权、ExperOption二元期权、MT4、博易大师、信管家、期货软件。
欧式美式期权定价
- R语言 欧式美式二叉树期权定价 可自行设置到期时间和段数