文件名称:Hedge_Analysis
介绍说明－－下载内容均来自于网络，请自行研究使用
It contains several algorithms which are aiming for B-S pricing and hedge strategy
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| Hedge_Analysis | 0 | 2015-01-20 |
| Hedge_Analysis\Hedge Analysis | 0 | 2015-01-20 |
| Hedge_Analysis\Hedge Analysis\BlackScholesPaths.m | 1143 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\BlackScholesPrice.m | 1233 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\CarrMadanCallPricingFFT.m | 2796 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\CharacteristicFunctionLib.m | 9732 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\ConvolutionMethodCallPricingFFT.m | 2897 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\CosineMethodCallPricingFFT.m | 5700 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\DAX Bloomi.xls | 3649536 | 2015-01-12 |
| Hedge_Analysis\Hedge Analysis\DAXBlackScholesData.m | 2137 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\DAXData.m | 2086 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\DAXDataBloomi.m | 2161 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\DAXLevy.m | 1613 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\DAXLevyBloomi.m | 1560 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\DAXLevyResults.m | 1378 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\DAXdata.xls | 870400 | 2015-01-12 |
| Hedge_Analysis\Hedge Analysis\DAXresults.xls | 609280 | 2015-01-12 |
| Hedge_Analysis\Hedge Analysis\FFTCallCorrector.m | 1243 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\GreeksFD.m | 1105 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\HedgeIntervalsDG.m | 7325 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\HedgeIntervalsMV.m | 4308 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\HedgeSim.m | 6169 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\HedgeSimMV.m | 3465 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\HedgingUsingSpreadOptionsExample.m | 0 | 2015-01-12 |
| Hedge_Analysis\Hedge Analysis\LevyMeasureLib.m | 3231 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\LewisCallPricingFFT.m | 2469 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\MC_NIG.m | 2111 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\MC_QE.m | 3536 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\MC_QE_j.m | 3865 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\MC_VG_CGM.m | 1717 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\MV_Hedge_NIG.mat | 2151 | 2015-01-12 |
| Hedge_Analysis\Hedge Analysis\MeanVarianceParameter.m | 1241 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\PricerFactory.m | 1608 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\ScriptPriceGreeksFFT.m | 10396 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\ScriptPriceGreeksFFT_1.m | 5721 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\SimulatorFactory.m | 1775 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\TestHedgeParasSim.m | 3673 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\TestHedgeScriptDG.m | 2325 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\TestHedgeScriptMV.m | 2470 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\TestHedgeScriptSim.m | 4946 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\TestHedgeScriptSimMV.m | 1831 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\VolaFactory.m | 1505 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\VolaFactory2.m | 1744 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\mvratio.m | 1804 | 2012-09-24 |
| Hedge_Analysis\Hedge Analysis\xlsread1.m | 23178 | 2012-09-24 |
| Hedge_Analysis\license.txt | 1329 | 2014-02-12 |