搜索资源列表
up_in_call
- The pricing model for the Binomial tree model, for the up and in barrier call option
Ap
- Price the American put option via Monte carlo simulation and the LSM
MonteCarlo
- 使用直接模拟蒙特卡罗法的Matlab编程，里面三个算例，如湖面积、资产路径等的概率求解法～-Vincent Leclercq, The MathWorks, 2007 vincent.leclercq@mathworks.fr Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Car
OPTION
- 对复合奇异的蒙特卡洛模拟程序，亚洲期权、障碍期权的集合体 -Monte Carlo simulation of composite extoic option
optionpricecalleuropeansimulated
- simulation of European call option using Monte Carlo simulaiton
optionpricedeltacalleuropeansimulated
- simulation of Delta European call option using Monte Carlo simulation
optionpricedeltaputeuropeansimulated
- Simulation of Delta European put option price using Monte Carlo simulation
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
black-scholes-option-price
- black scholes option price to calculate the call option
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-Sensitivity-Measures
- 此程序是关于经济学中布莱克斯科尔斯模型 的matlab实现-This procedure creates a three-dimensional plot showing how gamma changes relative to price for a Black-Scholes option. Recall that gamma is the second derivative of the option price relative to the underlying securit
Option Pricing thru CHF
- Implementation of the option pricing formula based on Lewis (2002). With sample characteristic function of the classical tempered stable (CTS -- aka CGMY) process
LatticeEur-Put-and-Call-option
- 欧式看涨和看跌期权价格的二叉树求解以及平价法则的验证.-European call and put option prices binary tree solving and verification of the parity law.
option-pricing-codes
- 期权定价的相关matlab代码程序，喜欢的朋友可以下载-Related matlab code program option pricing, like a friend can download to see
American-put-option-pricing
- 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
Matlab-option-pricing
- matlab 二叉树 蒙特卡洛 有限元法 期权定价-Binomial tree model/ Monte Carlo /FDM/ for option pricing in matlab
MC-and-multinominal-option-pricing
- An Example of Markov Chain and multinominal option pricing
option-price-model
- 基于MATLAB的期权定价模型和模拟的源代码-option price model
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
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.)