搜索资源列表
PortVaR
- 统计工具软件,用于金融,保险,银行等领域进行VAR风险估计计算-statistical tools software for the financial, insurance, banking and other fields, the risk estimates calculated VAR
riskquantify-0.7.6
- 风险财务控制库 Risk Quantify is an open source financial library, with a focus on managing the risk of financial instruments. The aim of this project is to provide people working in the financial industry with a good base to use in building their ow
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
QuantLib-0.3.4-src
- QuantLib是一个计量财务 C++库,用于现实世界中的建模、交易、和风险管理。它也被包装为 Python/Ruby/Scheme模块,并已经用 C#实现到.NET 框架。-QuantLib is a measurement of financial C++ library, for the real world of modeling, trading, and risk management. It has also been packaged as Python/Ruby/Scheme
Finance.Using.C.and.C.Sharp
- Computational Finance Using C and C# 使用 C 和 C# 計算財務 -Computational Finance Using C and C# “Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy’s own Numerical Recipes in C and C#. Levy’s boo
QuantLib-1.0
- 一款高质量的C++金融类库,包含定价,交易,风险管理等,-A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
VaRest
- 通过构建对角平滑和指数平滑的方法,进行金融风险值得计算。-By building on the corner smoothing and exponential smoothing method, the calculation of financial risk worth.
MonteCarlo
- MonteCarlo是金融风险中经典的概率分布算法-MonteCarlo is a financial risk in the classical probability distribution algorithm
main
- Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
cp_fixed
- 股票指数模拟为几何布朗运动,GBM。 参数有五个: s0,dt(time step),均值,标准差,到期时间T; 利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR-Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motio
StockPaths
- 股票指数模拟为几何布朗运动,GBM。 参数有五个: s0,dt(time step),均值,标准差,到期时间T; 利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR-Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motio
Risk_Workshop_CN2012
- 金融风险量化分析 通过已有金融数据分析近期金融市场风险-Financial risk quantitative analysis of the recent financial market risk through existing financial data analysis
portfolio-simulation
- 书籍源码: Financial Risk Modelling and Portfolio Optimisation with R ch10. Portfolio simulation EX1-5 Data generation, Function for estimating moments, Estimates for data processes, Minimum-variance optimisations,Descr iptive statistics of returns
copulafit
- Copulafit是一种集成多组数据,求出联合分布的函数,在金融风险度量中有广泛应用。-Copulafit is an integrated set of data, find the joint distribution function, there is a wide range of applications in financial risk metrics.
tcopulafit
- tcopula函数的M文件,tcopula由于其尖峰厚尾的特性更广泛应用于金融风险度量中。-tcopula function M-file, tcopula due to the characteristics of its fat tail is more widely used in financial risk metrics.
1
- Anthony Saunders Credit Risk Measurement New Approaches to Value at Risk and Other Paradigms, 1st Edition Bielecki T.R., Rutkowski M. Credit Risk Modeling, Valuation and Hedging Bogie Ozdemir; Peter Miu Basel II implementation a guide to developin
Valuation Of Cash Flows
- Valuation Of Cash Flows through Investment Analysis
VaRcode
- 这些代码是Matlab中的关于var风险价值的一些代码,对于金融风险度量非常的有用。(These codes are some of the code in Matlab about the value of var variability and are very useful for measuring financial risk)
Risk Parity code
- 金融工程risk parity,非常牛逼的一段代码。可以用于计算portfolio(Financial engineering risk parity, a very powerful piece of code. It can be used to calculate portfolio)
chapter_4
- FINANCIAL MANAGMENT EBOOK