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常用最小二乘法估计极值分布
- ：极值分布在计量经济学、金融工程、计算生物学、工程测量中都有用途，一般常用最小二乘法估计 其参数，但最小二乘法的误差较高．极大似然估计具有比最4 -乘法更好的性质，但由于它的计算往往比较麻 烦．通过极大似然法估计了极值分布的参数，同时给出了求参数的数值解的算法，并通过Matlab程序实现了 这一算法． ,: Extreme value distribution in econometrics, financial engineering, computational biology, e
QuantLib-0.9.7
- 金融工程源代码，包括各种金融工具定价，风险管理-Financial engineering source code, including the pricing of financial instruments, risk management
KalmanAll
- 关于kalman filter的所有程序，很适合做金融工程、计量经济学等用-Kalman filter on all the procedures, it is suitable for financial engineering, econometrics, etc.
aero
- 工程计算、控制设计、信号处理与通讯、图像处理、信号检测、金融建模设计与分析等领域-Engineering calculations, control design, signal processing and communications, image processing, signal detection, financial modeling and other areas of design and analysis of
CPP-for-Financial-Engineer
- 这是一本关于C++语言在金融工程中应用的书. 首先它介绍了基本的面向对象编程知识,接下来本书以实际用例来说明C++编程如何在金融建模中发挥作用.-A foundamental book on C++ for financial engineer. The book covers C++ programming and its application on financial engineering models.
sabrmc
- 金融工程中关于SABR问题的求解，使用蒙特卡洛方法-Stochastic Alpha Beta Rho Model，Monte Carlo
garch-Finance
- 金融工程中C++程序实现Garch函数，Take in HistoricSpots and return variance-Financial engineering program in C++ implementation Garch function, Take in HistoricSpots and return variance
88stochasticdifferential-111
- 很好的实用的随机微分方程求解工具箱，可以用来求解随机微分方程，还可以用于金融工程应用经济学等-Good practical stochastic differential equation toolbox
derivatives
- 金融工程嗯, 从matlab论坛上下载的，我觉得很有用，所以传上来分享-Financial Engineering derivatives from famous University and is really useful in derivatives. I love it very much and I think is really helpful to your guys
MatlabFinancial-E-toolbox
- 牛津大学金融工程Matlab综合计算工具包（包括garch）-Financial engineering Matlab toolbox from Oxford university
BlackScholes
- 布莱克斯科尔斯模型，应用于金融工程领域。-Black Scholes Model, to price the European Call Option and plot the graph. The model is highly used in quantitative field.
MatlabFinancial-toolbox
- 金融工具包,提供各种金融工程matlab代码源码。-Financial instrument.
fengxianjiazhi.zip
- matlab在金融工程中关羽风险价值和条件风险价值的估计计算教程和实例,matlab Guan Yu risk value and condition risk value estimated in financial engineering tutorials and examples
fft
- 关于快速傅里叶变换的贝叶斯计算在金融工程的期权定价中的应用-About the bayesian calculation of fast Fourier transform, the application of option pricing in financial engineering
CIR
- 这是一个小程序，用来模拟金融工程中重要的CIR过程-simulate CIR process
Ecall
- 金融工程欧式买权的代码，希望帮忙指正问题，-European financial engineering buy the right code, I hope help correct the problem, thank you
Eput
- 金融工程中欧式卖权的编码，如果问题，希望多多指正，-European financial engineering put the right code, I hope help correct the problem, thank you
E_Hedge
- 金融工程中欧式买权和欧式买权的评价， 希望能够帮助到大家-Financial engineering appraisal rights and European Continental buy the right to buy, and I hope to be able to help you
Vasicek-model
- Simulation of the one factor Vasicek model金融工程方面的源代码-Simulation of the one factor Vasicek model financial engineering aspects of the source code
Python金融行业必备工具
- Quantopian 研究、回测、算法众包平台 QuantConnect 研究，回测和投资交易 Quantstart 研究，回测和投资交易 ASC 研究、交易平台 zulutrade 自动交易平台 quantpedia 研究、策略平台 algotrading101 策略研究平台 investopedia 可以股票、外汇模拟交易的财经网站 Amibroker 提供系统交易工具的一家公司 AlgoTrades 股票、ETF、期货自动交易系统 Numerai 数据工程师众包的一家对