文件名称:Greece-value
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希腊值的求解，用于评估定价模型的优劣，几种常用希腊值的求法-Greece value solution
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下载文件列表
12.12实验希腊值\AC.mat
...............\AC1.mat
...............\AK.mat
...............\AK1.mat
...............\bs.m
...............\bs1.m
...............\bsplot.m
...............\deltahedge.m
...............\deltahedge1.m
...............\deltahedge2012.m
...............\getoptdata.m
...............\Greek.m
...............\.....s\AC.mat
...............\......\AC1.mat
...............\......\AK.mat
...............\......\AK1.mat
...............\......\bs.m
...............\......\bs1.m
...............\......\bsplot.m
...............\......\deltahedge.m
...............\......\deltahedge1.m
...............\......\deltahedge2012.m
...............\......\getoptdata.m
...............\......\greeks.m
...............\......\hedgingeffect.m
...............\......\ma3.m
...............\......\paraimpact.m
...............\......\showimpvols.m
...............\......\testdelta.m
...............\......\testgamma.m
...............\......\testtheta.m
...............\greeks.m
...............\Greeks.rar
...............\hedgingeffect.m
...............\ma3.m
...............\paraimpact.m
...............\showimpvols.m
...............\smile.m
...............\testdelta.m
...............\testgamma.m
...............\testtheta.m
...............\testvol.m
...............\tryimpvol.m
...............\volsmile.m
...............\volsmile2.m
...............\volsmile4.m
...............\Greeks
12.12实验希腊值