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8下载：
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
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An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to
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根据BS公式，通过Mente Carlo模拟对欧式期权进行定价的源码。即使不是做期权定价的，该源码也是一个非常好的理解如何做Mente Carlo模拟的实例。-Based on the Black-Scholes formula, codes for pricing the European options through the Mente Carlo simulation. It is a very good example for your understanding of how to
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This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, Butterfly-This GUI accepts the various constants needed to run a Black-Scho
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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
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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
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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
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Matlab code for the black scholes formula for pricing Call option and Put option
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这些工具箱函数计算价格，敏感性，以及投资组合的利润
期权或其它股票衍生产品。他们使用Black-Scholes模型
欧洲期权和美国期权的二项式模型。-These toolbox functions compute prices, sensitivities, and profits for portfolios
of options or other equity derivatives. They use the Black-Scholes model
for European
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波动率曲面matlab实现，可应用于期权市场上的任意期权。(The function VolSurface.m will then:
- compute and output the Black-Scholes implied volatility (this will be a matrix).
- get and plot the corresponding volatility surface using a kernel (Gaussian) density estimation.)
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