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Crank-Nicolson
- 这是用matlab编辑的求解偏微分方程的一种方法隐式求解抛物型偏微分方程-This is edited using matlab a method of solving partial differential equations implicit solution of parabolic partial differential equations
bsf
- evaluates the Black-Scholes formula for a European ca-evaluates the Black-Scholes formula for a European call
bsf_test
- demonstrates the Black-Scholes formula.
black-scholes-option-price
- black scholes option price to calculate the call option
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
FINANCIAL-NUMERICAL-RECIPES-IN-CPP
- SUPPORTING CODES FOR Financial Numerical Recipes in C++ BY BERNT ODEGARD
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
Desktop
- calculat the cost of call by method Black and scholes
BSJUMP
- Black-Scholes 模型的跳跃过程需要matlab有统计工具包-Black-Scholes model with merton jumps, the code need to be ran based on Statistic toolbox
myUtility
- A small collection of utility functions, including Black-scholes, 3D linear interpolator, yearFraction, etc.
cubic_error
- 无网格方法，对期权定价方程Black-Scholes公式进行离散，然后求数值解，效果很好-meshless method
Downloads4
- Draws Black-Scholes surface for European call Compute expected payoff for European call & Illustrates risk neutrality Apply Netwon s Method to N(x) + exp(x) = 2.-Draws Black-Scholes surface for European call Compute expected payoff for European call
tutorial_ns_full
- tutorial on ns2 wow wow