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MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
mantocarlosimulation
- 期权定价模型的说明，欧式期权定价实例讲解与评价-Option pricing model descr iption of examples of European option pricing and evaluation on
European_Option_Pricing_Mente_Carlo_Simulation
- 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
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
H_KL_iid
- Heston金融模型中European Call Option的定价，使用欧拉方法-Prcing European Call option under the Heston Model. Using Euler Scheme.
Equitypremiumandfuzzyintheapplicationofoptionprici
- 本文考虑了期权定价方面的三个问题：期权的保险精算定价方法；分数布朗运动与Poisson跳的股票价格模型的保险精算定价；基于模糊信息处理的期权定价。 首先，利用保险精算方法给出了汇率连动期权的定价公式，获得了欧式看涨期权和看跌期定价公式及平价公式。 其次，利用公平保费原则和价格过程的实际概率测度推广了Mogens bladt 和Hina Hviid Rydberg 关于欧式期权定价的结果。假定股票价格过程遵循分数布朗运动和带非时齐Poisson 跳跃的扩散过程,并且股票预期收益率、无风险利率均为时
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
binomial-option-pricing-matlab
- 期权价格二叉树定价，包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
bbinnomoaltrri
- 二叉树方法计算欧式期权价价格，篮子期权，由2项资产 -Binomial tree method to calculate the price of European option prices, basket options, two assets
HW2_Solution
- Monte Carlo求European option-Monte Carlo European option
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.
pricing-code
- 各式期权的定价方法，使用MATLAB地软件进行编写。-European option pricing methods binary tree, written with MATLAB.
Jump_main
- 本程序为跳扩散过程下欧式期权的定价模型，方便大家做出期权走势图-The procedures for the jump diffusion process European option pricing model, we facilitate to make a chart options
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.
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
European option
- 给出了欧式期权定价的matlab程序，简单易懂，利于初学者使用(European option pricing)
binarytree
- 利用二叉树计算欧式期权和美式期权，输出期权价格和bs公式的差距，画出分割期数与其误差的关系图，并计算其敏感性(The binarytree is used to calculate the gap between the European option and American option, the price of the output option and the BS formula, and the relationship between the number of the segm
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.)