文件名称:Option-Pricing
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自己写的4个MATLAB程序包,分别为greek计算,止损股票交易策略,lattice期权定价,基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
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下载文件列表
Greek\mainfile.m
.....\optionprice.m
.....\path.m
Hedging Strategies\StopLossingHedge.m
Lattice Option Pricing\LatticeAmericanCall.m
......................\LatticeAmericanPut.m
......................\LatticePricing.m
......................\Pay Latter Option
......................\.................\Main.m
......................\.................\PayLaterPrincing.m
MonteCarlo Simulation\MonteCarloEuropeanOption.m