搜索资源列表
csinterp
- CSINTERP 1-D piecewise cubic spline interpolation of tabulated data and calculation of first and second derivatives. - CSINTERP 1-D piecewise cubic spline interpolation of tabulated data and calculation of first and second derivatives.
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.
2
- 关于利用褶积的方法计算雷克子波的一阶导和二阶导。-Methods on the use of convolution calculation Leike Zi waves and second derivatives of a derivative.
aerodynamic
- 气动特性计算，包括全机焦点，升力系数，极曲线，动导数等-Calculation of aerodynamic characteristics, including the focus of the whole machine, lift coefficient, polar curves, such as dynamic derivatives
FinancialModeling
- Modelling Financial Derivatives with Mathematica
DerivaGem
- derivatives pricing system
CPP.Derivatives.pdf
- 详细介绍了使用C++实现金融衍生产品定价的设计原理及相关的数学模型-C++ design pattern and related mathematical models in derivatives pricing
PairsTrading_FEX
- 配对交易模型是统计套利模型中的一种，也是出现最早，应用范围最广的模型。相信随着中国做空制度的出现以及金融衍生品的发展，程序化交易模型也会在中国大放异彩。 统计套利最早出现于80年代，其具体的思想是，假设市场上某两只股票之间如果长期存在协整关系的话，那么如果在短期内，如果两只股票的价差出现了一个离长期协整较大的偏离，那么我们会认为这种偏离是非常态的状况。不久之后有极大的概率向着其长期协整回归。而我们如果通过某种办法能够侦测到这种非常态的偏离，继而在此时刻，向着长期协整方向下赌注，那么我们就会
1assignment.m
- 金融衍生品债券久期计算程序。 新加坡国立大学金融工程金融衍生品定价计算程序-Derivatives bond duration calculation. National University of Singapore' s financial engineering financial derivatives pricing calculation program
MATLAB-Derivatives
- MATLAB求导数的方法,导数是高等数学里的一个非常重要知识,通过导数的几何意义可以去求函数的切线或者法线方程,通过导数开可以求出函数的极限-70/5000 MATLAB qiú dǎo shǔ de fāngfǎ, dǎoshù shì gāoděng shùxué lǐ de yīgè fēicháng zhòngyào zhīshì, tōngguò dǎo shǔ de jǐhé yìyì kěyǐ qù qiú hán shǔ de qiēxiàn huòzhě fǎ xiàn f
avl3.36
- 适用于飞机概念设计，可以计算飞机的动静稳定性导数等。(Applicable to aircraft conceptual design, aircraft dynamic and static stability, derivatives and so on.)
T135_export
- Tornado，改进涡格法的MATLAB程序。自带NACA翼型库，是比较成熟的程序。简单好用。(This is the new webpage for Tornado Vortex Lattice method. Tornado is a Vortex Lattice Method for linear aerodynamic wing design applications in conceptual aircraft design or in aeronautical educati