文件名称:金融数量分析.rar
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这是郑志勇教授编写的金融数据分析，基于MATLAB编程一书的源代码，非常全的源代码。(This is written by Professor Zheng Zhiyong financial data analysis, based on MATLAB programming book source code, very complete source code.)
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| code\CPPI策略\CPPIOpt.m | 1954 | 2012-05-08 |
| code\CPPI策略\CPPIStr.m | 1466 | 2009-07-01 |
| code\CPPI策略\RandnPrice.m | 215 | 2012-05-07 |
| code\CPPI策略\testCPPIStr.m | 873 | 2012-05-08 |
| code\CPPI策略\testTIPPStr.m | 1024 | 2012-05-08 |
| code\CPPI策略\TIPPOpt.m | 2453 | 2012-05-08 |
| code\CPPI策略\TIPPStr.m | 2029 | 2009-07-01 |
| code\hurst指数\HS300.xls | 48640 | 2012-06-28 |
| code\hurst指数\Hurst.fig | 7540 | 2012-06-28 |
| code\hurst指数\Hurst.m | 10184 | 2012-06-28 |
| code\hurst指数\HurstCompute.m | 998 | 2008-10-07 |
| code\hurst指数\HurstFactorization.m | 283 | 2008-10-07 |
| code\hurst指数\HurstIndex\distrib\HurstIndex.exe | 663640 | 2012-06-28 |
| code\hurst指数\HurstIndex\distrib\readme.txt | 930 | 2012-06-28 |
| code\hurst指数\HurstIndex\src\HurstIndex.exe | 663640 | 2012-06-28 |
| code\hurst指数\HurstIndex\src\mccExcludedFiles.log | 983016 | 2012-06-28 |
| code\hurst指数\HurstIndex\src\readme.txt | 930 | 2012-06-28 |
| code\hurst指数\HurstIndex(2ed)\HS300.xls | 48640 | 2012-06-28 |
| code\hurst指数\HurstIndex(2ed)\Hurst.fig | 7543 | 2012-06-28 |
| code\hurst指数\HurstIndex(2ed)\Hurst.m | 10184 | 2012-06-28 |
| code\hurst指数\HurstIndex(2ed)\HurstCompute.m | 998 | 2008-10-07 |
| code\hurst指数\HurstIndex(2ed)\HurstFactorization.m | 283 | 2008-10-07 |
| code\hurst指数\HurstIndex(2ed)\Hurst是主函数.txt | 0 | 2012-06-28 |
| code\hurst指数\HurstIndex(2ed)\MoveHurst.m | 873 | 2012-05-03 |
| code\hurst指数\HurstIndex(2ed)\SimpleXlsReader.m | 322 | 2012-06-28 |
| code\hurst指数\HurstIndex.prj | 52042 | 2012-06-28 |
| code\hurst指数\MoveHurst.m | 873 | 2012-05-03 |
| code\hurst指数\shindex.xls | 210432 | 2008-10-09 |
| code\hurst指数\SimpleXlsReader.m | 322 | 2012-06-28 |
| code\hurst指数\test.xls | 28160 | 2008-10-09 |
| code\hurst指数\test_HurstCompute.m | 276 | 2009-08-04 |
| code\KMV方程\Eqfun.m | 94 | 2010-01-10 |
| code\KMV方程\EstAssetValue.m | 180 | 2009-05-15 |
| code\KMV方程\KMVcompute.m | 662 | 2012-09-12 |
| code\KMV方程\KMVfun.m | 219 | 2009-05-15 |
| code\KMV方程\KMVOptSearch.m | 275 | 2009-08-04 |
| code\KMV方程\Untitled3.m | 94 | 2010-01-10 |
| code\Matlab与Exce文件的l数据交互\FundCorrelationCase.m | 493 | 2012-04-24 |
| code\Matlab与Exce文件的l数据交互\funddata.xls | 66048 | 2012-04-24 |
| code\Matlab与Exce文件的l数据交互\StockPriceData..xls | 60928 | 2009-12-04 |
| code\Matlab基础知识概述\filltest.m | 156 | 2012-05-23 |
| code\Matlab基础知识概述\fplottest.m | 326 | 2012-05-23 |
| code\Matlab基础知识概述\quadTest.m | 177 | 2012-05-23 |
| code\Matlab基础知识概述\test.m | 34 | 2012-05-23 |
| code\利率期限结构与利率模型\bond.xls | 41472 | 2012-05-30 |
| code\利率期限结构与利率模型\FRATest.m | 1699 | 2012-05-31 |
| code\利率期限结构与利率模型\hjmTest.m | 931 | 2012-05-31 |
| code\利率期限结构与利率模型\TestNSForwardRates.m | 886 | 2012-05-24 |
| code\利率期限结构与利率模型\YieldCompute.m | 1036 | 2012-05-31 |
| code\利率期限结构与利率模型\zbtpriceTest.m | 865 | 2012-05-30 |
| code\利率期限结构与利率模型\zbtyieldTest.m | 1054 | 2012-05-30 |
| code\固定收益证券的久期与凸度计算\bndpricetest.m | 338 | 2012-05-28 |
| code\固定收益证券的久期与凸度计算\bndyieldtest.m | 485 | 2012-05-28 |
| code\固定收益证券的久期与凸度计算\Durpcase.m | 1043 | 2012-05-29 |
| code\固定收益证券的久期与凸度计算\prdisctest.m | 276 | 2012-05-28 |
| code\固定收益证券的久期与凸度计算\Testbndconvp_1.m | 376 | 2012-05-29 |
| code\固定收益证券的久期与凸度计算\Testbndconvp_2.m | 359 | 2012-05-29 |
| code\固定收益证券的久期与凸度计算\Testbnddurp_1.m | 385 | 2012-05-28 |
| code\固定收益证券的久期与凸度计算\Testbnddurp_2.m | 369 | 2012-05-28 |
| code\基金评价与投资组合绩效\betatest.m | 474 | 2012-05-17 |
| code\基金评价与投资组合绩效\DateClassbyYear.m | 526 | 2012-06-07 |
| code\基金评价与投资组合绩效\FundData.mat | 9677 | 2012-06-07 |
| code\基金评价与投资组合绩效\funddata.xls | 66048 | 2012-05-17 |
| code\基金评价与投资组合绩效\FundPlot.m | 516 | 2012-05-17 |
| code\基金评价与投资组合绩效\Hs300Sound.m | 73 | 2012-05-18 |
| code\基金评价与投资组合绩效\inforatiotest.m | 765 | 2012-05-17 |
| code\基金评价与投资组合绩效\irrtest.m | 69 | 2009-12-28 |
| code\基金评价与投资组合绩效\maxdrawdownplot.m | 594 | 2012-05-17 |
| code\基金评价与投资组合绩效\maxdrawdownTest.m | 296 | 2012-05-17 |
| code\基金评价与投资组合绩效\portalphatest.m | 1062 | 2012-05-17 |
| code\基金评价与投资组合绩效\portbeta.m | 209 | 2012-05-17 |
| code\基金评价与投资组合绩效\portvrisktest.m | 1613 | 2012-05-18 |
| code\基金评价与投资组合绩效\ReadData.m | 188 | 2012-05-17 |
| code\基金评价与投资组合绩效\RetraceRatio.m | 695 | 2012-05-17 |
| code\基金评价与投资组合绩效\RetraceRatio1.png | 20810 | 2012-05-17 |
| code\基金评价与投资组合绩效\sharpetest.m | 678 | 2012-05-17 |
| code\基金评价与投资组合绩效\TEtest.m | 669 | 2012-05-17 |
| code\技术分析-指标计算与绘图\bollingerTest.m | 467 | 2012-06-25 |
| code\技术分析-指标计算与绘图\candletest.m | 632 | 2012-06-21 |
| code\技术分析-指标计算与绘图\candletest2.m | 530 | 2012-06-21 |
| code\技术分析-指标计算与绘图\DayPeriodChange.m | 53 | 2012-06-21 |
| code\技术分析-指标计算与绘图\fintsTest.m | 203 | 2012-06-21 |
| code\技术分析-指标计算与绘图\HS300.PNG | 34206 | 2012-06-21 |
| code\技术分析-指标计算与绘图\HS300.xls | 80384 | 2012-06-21 |
| code\技术分析-指标计算与绘图\HS300Data.mat | 10694 | 2012-06-21 |
| code\技术分析-指标计算与绘图\MACDTest.m | 333 | 2012-06-24 |
| code\技术分析-指标计算与绘图\MoiveTest.m | 2096 | 2012-06-25 |
| code\技术分析-指标计算与绘图\movavgTest.m | 410 | 2012-06-25 |
| code\技术分析-指标计算与绘图\ReadData.m | 382 | 2012-06-21 |
| code\期权定价\binpricetest.m | 289 | 2012-05-16 |
| code\期权定价\blsDeltaTest.m | 213 | 2012-05-15 |
| code\期权定价\blsimpvtest.m | 208 | 2012-05-16 |
| code\期权定价\blspriceTest.m | 223 | 2012-05-15 |
| code\期权定价\blsprice_Vol.m | 412 | 2012-05-15 |
| code\期权定价\delta_price_time.m | 395 | 2012-05-15 |
| code\期权定价\ImpliedVolatitity\ImpliedVolatility.m | 511 | 2009-08-03 |
| code\期权定价\ImpliedVolatitity\ImpliedVolatitityCallObj.m | 274 | 2009-08-03 |
| code\期权定价\ImpliedVolatitity\ImpliedVolatitityPutObj.m | 268 | 2009-08-03 |
| code\期权定价\ImpliedVolatitity\MarketValueAndStockPrice.xlsx | 11760 | 2009-08-04 |
| code\期权定价\ImpliedVolatitity\TestImpliedVolatility.m | 183 | 2009-08-03 |