文件名称:BS-MonteCarlo
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B_S模型,用于期权期货模型定价,应用过去的数据实现对未来价格的与预测-B-S model for the futures pricing of option
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下载文件列表
11.25实验BS-MonteCarlo\bpath1.m
......................\bpath2.m
......................\bs.m
......................\bs1.m
......................\bs2.m
......................\bsbinomialcall.m
......................\bsbinomialcallpicture.m
......................\bsEuropeanput.m
......................\bsEuropeanputpicture.m
......................\Formulae.pdf
......................\mc.m
......................\mc1.m
......................\mc2.m
......................\mc3.m
......................\mc4.m
......................\mcbinomialnput.m
......................\mcEuropeanput.m
......................\storprice.m
......................\实验作业20141125.doc
......................\欧式看涨二项期权价格图.jpg
......................\欧式看跌期权价格图.jpg
11.25实验BS-MonteCarlo