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MonteCarloAsianPut
- 蒙特卡罗法计算亚式期权中的PutOptions-MonteCarlo Method with Asian Put Options
Asian_Put_Options_with_FixedN
- 蒙特卡罗法计算亚式期权其中限制时间步数N而让M循序增大-MonteCarlo Method with fixed time steps N and icreasing M
Equitypremiumandfuzzyintheapplicationofoptionprici
- 本文考虑了期权定价方面的三个问题：期权的保险精算定价方法；分数布朗运动与Poisson跳的股票价格模型的保险精算定价；基于模糊信息处理的期权定价。 首先，利用保险精算方法给出了汇率连动期权的定价公式，获得了欧式看涨期权和看跌期定价公式及平价公式。 其次，利用公平保费原则和价格过程的实际概率测度推广了Mogens bladt 和Hina Hviid Rydberg 关于欧式期权定价的结果。假定股票价格过程遵循分数布朗运动和带非时齐Poisson 跳跃的扩散过程,并且股票预期收益率、无风险利率均为时
fractalhurst
- 分形Hurst指数在彩虹期权定价中的应用-fractal hurst
option-pricing
- 期权定价中用到的基础资产价格模拟以及相应的期权定价问题-Used in option pricing based on asset prices and the corresponding simulated option pricing problem
eur_call
- 给定同样的M条样本轨道，计算出欧式看涨期权的价格调用 underlying函数-M be given the same sample path, calculate the price of European call option
asian_call_dw
- 用对偶法，给定2M条样本轨道，给出一个亚式看涨期权的价格-With the dual method, sample path of a given article 2M, given a price of Asian call option
butterfly
- 碟式期权定价的m文件，自己编的，希望可以用-M-disc option pricing documents, their series, hoping to use
Americanoption-binary-pricing
- 用于无红利的美式看跌期权定价，参数依次为（现在股价，协议价格，无风险利率，波动率，期限，二叉树步数） -No dividend for the American put option pricing parameters were (now price, agreed price, risk-free interest rate, volatility, duration, binary steps)
option_MonteCarlo
- 百慕达期权的MonteCarlo模拟，MonteCarlo广泛应用于各种期权定价模拟等过程-Bermuda option MonteCarlo simulations, MonteCarlo widely used in option pricing simulation processes
basket
- 亚式期权和欧式期权的一篮子组合以及策略测试-Asian options and European options on a basket of portfolio and strategy testing
The11
- 基于SVR的期权价格预测模型The option price based on SVR prediction model-The option price based on SVR prediction model
bsdifferential
- 欧式股票期权的显式差分定价法,通过输入股票期权的波动率、贴现率、标的资产的定价等相关数据，计算出股票期权的理论价格-the explicit differential pricing method in European stock options
r121ic
- 双指数跳扩散模型的美式二值期权定价Double exponential jump-diffusion model of the American binary option pricin-Double exponential jump-diffusion model of the American binary option pricing
22
- 分数布朗运动驱动下带比例交易成本的期权定价Driven by fractional Brownian motion with proportional transaction costs of option pricing-Driven by fractional Brownian motion with proportional transaction costs of option pricing
Black-Scholes
- 由脚本输入相关值可以计算一个欧式期权； 通过匿名函数计算，其中一些call其它函数，如CDF和PDF。-This scr ipt is used for implement the Black-Scholes pricing model By the scr ipt ten related values of a European option can be calculated Anonymous functions are used in this scr ipt, and
SFEBinomp
- 该程序专门用于计算，金融证券估值计算股票期权的二项树过程。-The code can be used to plot generated binomial processes of stocks and options.
SFEtrinomp
- 该程序，可以用于计算金融证券期权产品的三项树定价估值过程。-This matlab code can be used to caculate the options price by estimate the trinomial processes.
32432
- 用混合小波网络和遗传算法对期权定价的研究.-Hybrid wavelet neural network and genetic algorithm study on option pricing.
ribenlazhutu
- 借助蜡烛图技术，我们既可以进行投机交易，也可以进行保值交易。蜡烛图技术既可以应用到期货市场，也可以应用到股票市场、期权市场，或者适用的其它任何领域。通过本书，您将发现蜡烛图技术为市场分析添上了新一个空间维度。-With the help of candlestick charting techniques, we can engage in speculative trading, can also be hedging transactions. Candle technology can b