资源列表
[金融证券系统] MoveAverage
说明:移动平均法源码,步长有5,10,30,内含一次指数平滑计算法,适合进行数据短 中 长期预测-Moving Average source, 5,10,30 step there, including an exponential smoothing method, suitable for short and long-term forecast data<无风> 在 2024-12-28 上传 | 大小:1kb | 下载:0
[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 2024-12-28 上传 | 大小:1kb | 下载:0
[金融证券系统] beta_estimation
说明:Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter<rajesh> 在 2024-12-28 上传 | 大小:1kb | 下载:1
[金融证券系统] stock_realtime
说明:根据给出的股票代码清单,实时获取相应的股票价格,根据自己的需要增加分析代码-According to the ticker symbol is given a list of the corresponding real-time access to stock prices, according to its own analysis of the need to increase the code<文必龙> 在 2024-12-28 上传 | 大小:1kb | 下载:0
[金融证券系统] frmFortStk
说明:this code is to calculate fortnight stock<Santosh> 在 2024-12-28 上传 | 大小:1kb | 下载:0
[金融证券系统] portfolio_efficient_frontier
说明:Matlab program to plot efficient frontier and minimum variance portfolio<rajesh> 在 2024-12-28 上传 | 大小:1kb | 下载:0
[金融证券系统] OutBarrierExact
说明:Finds prices for out barrier options<rajesh> 在 2024-12-28 上传 | 大小:1kb | 下载:0
[金融证券系统] hurst_expo.m
说明:hurst parameter: 給入一序列的資類,程式會畫出husrt 參數的figure和估計值 例 hurst_expo(sin(0:0.01:5*pi)) -hurst parameter: the sequence into a category of funding, the program will draw the figure and husrt parameter estimates were hurst_<桂枝> 在 2024-12-28 上传 | 大小:1kb | 下载:0