资源列表
[金融证券系统] brownianbridge
说明:An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally<rajesh> 在 2025-01-04 上传 | 大小:1kb | 下载:0
[金融证券系统] LMM_MonteCarlo
说明:MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) fr a mework.<rajesh> 在 2025-01-04 上传 | 大小:2kb | 下载:0
[金融证券系统] CDS_Copula
说明:code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS<rajesh> 在 2025-01-04 上传 | 大小:2kb | 下载:0
[金融证券系统] cashpoint_simulator
说明:Cash point simulator. You can add/remove/block users account, withdraw and deposit money. C++ Builder environment dll s are obligatory to run this demo.<Bartosz> 在 2025-01-04 上传 | 大小:691kb | 下载:0
[金融证券系统] stock_code
说明:一个股票分析的源码,vb实现,试试看吧,大家提点意见。-a code for stock market analysis<Wang> 在 2025-01-04 上传 | 大小:859kb | 下载:0
[金融证券系统] A_PRIMARY_214628392009
说明:这是一家银行系统展示程序,如存钱,取钱,查看详细的客户信息,或查看利息等功能。- THIS IS A PRIMARY BANK SYSTEM SHOWING GENERAL PROCESSES LIKE DEPOSITNG MONEY,WITHDRAWING MONEY,VIEWING DETAILS OF THE CUSTOMER WITH OR WITHOUT INTEREST.<steven> 在 2025-01-04 上传 | 大小:2kb | 下载:0