文件名称:pricing-code
介绍说明--下载内容均来自于网络,请自行研究使用
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.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
pricing code\BinomialEuro.txt
............\bisect.m
............\bivnormcdf.m
............\BlackScholes.txt
............\BlackScholesMertonEuro.txt
............\bsprice.m
............\CrankNicolsonEuro.txt
............\EuroATMFApprox.txt
............\ImplicitEuro.txt
............\MertonJumpEuro.txt
............\normcdfM.m
............\Readme.m
............\rogewhaley.m
............\TrinomialEuro.txt
............\蒙特卡洛定价.txt
pricing code