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- calculat the cost of call by method Black and scholes
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
hw5
- 这个程序使用二项式方法计算欧式期权价格和二项式方法和布莱克-斯科尔斯之间的误差进行比较。 -This program uses binomial method to calculate the European option prices and compare the error between binomial method and Black-Scholes.
hw4
- 这个程序使用蒙特卡洛模拟计算欧式期权价格和蒙特卡罗和布莱克-斯科尔斯之间的误差进行比较。-This program uses Monte Carlo simulation to calculate the European option prices and compare the error between Monte Carlo and Black-Scholes. 1.use Marsagalia s polar method to generate the standard norm
bsmodel.m
- Matlab code for the black scholes formula for pricing Call option and Put option
Fractional_Brownian_Motion
- Contents Introduction Original Black-Scholes Formula Fractional Brownian Motion Applications of Wick-Itˆ o Stochastic Calculus in Finance Other Developments & Future Works References
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
option-pricing-(binomial-)
- optin pricing with Binomial , Trinomial , Black and scholes , flexible binomial , LR binomial
Matlab-financial-toolbox
- 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
tutorial_ns_full
- tutorial on ns2 wow wow
VolSurface
- 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.)