搜索资源列表
up_in_call
- The pricing model for the Binomial tree model, for the up and in barrier call option
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
MonteCarlo
- hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB". - The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
VGFiniteDiff
- American Option Pricing in Variance Gamma using Finite Difference
All_OptionPricing_Codes
- Matlab Algos for Option Pricing
MonteCarlo
- 使用直接模拟蒙特卡罗法的Matlab编程，里面三个算例，如湖面积、资产路径等的概率求解法～-Vincent Leclercq, The MathWorks, 2007 vincent.leclercq@mathworks.fr Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Car
priceimpl
- 关于隐含有限差分的分析，希望对大家有帮助。 关于隐含有限差分的分析，希望对大家有帮助。-pricing option with implicit finite difference methord
option-pricing
- 期权定价中用到的基础资产价格模拟以及相应的期权定价问题-Used in option pricing based on asset prices and the corresponding simulated option pricing problem
Americanoption-binary-pricing
- 用于无红利的美式看跌期权定价，参数依次为（现在股价，协议价格，无风险利率，波动率，期限，二叉树步数） -No dividend for the American put option pricing parameters were (now price, agreed price, risk-free interest rate, volatility, duration, binary steps)
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
binomial-pricing-model
- 二叉树定价模型是期权定价模型中最为简单也是最为实用的定价模型，其极限就是Black sholes定价模型的结果。-Binary tree pricing model is the most simple option pricing model is the most practical pricing model, the limit is Black sholes pricing model results.
Option Pricing thru CHF
- Implementation of the option pricing formula based on Lewis (2002). With sample characteristic function of the classical tempered stable (CTS -- aka CGMY) process
Option-pricing
- 关于期权定价的matlab实例运用，还有有关的excel表格-About option pricing instance using matlab and excel spreadsheets
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.
option
- 本代码主要是给期权定价，里面主要用到的是二叉树定价的方法，分为美式和欧式两种-This code is mainly to option pricing, which is the main method used binary pricing
option-pricing-codes
- 期权定价的相关matlab代码程序，喜欢的朋友可以下载-Related matlab code program option pricing, like a friend can download to see
American-put-option-pricing
- 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
Equiy3(temp)
- 债券、期权定价、波动率计算、股票定价的vba简易编程(bond pricing, option pricing ,volatility , equity pricing with VBA)
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)