搜索资源列表
mantocarlosimulation
- 期权定价模型的说明，欧式期权定价实例讲解与评价-Option pricing model descr iption of examples of European option pricing and evaluation on
examples_cc
- 证券期权模型，信用定价模型，金融期权模型-Stock option model, credit pricing models, the financial option model
Financial-derivatives-pricing-models
- 金融衍生品定价模型 数理金融引论 孙健 金融衍生品定价模型 数理金融引论 孙健-Financial derivatives pricing models
CPPand-derivatives-pricing
- 用C++语言构建对金融衍生品定价模型的基本结构，并用于实现金融模型的数值算法-using C++ to price financial derivatives
CB
- 可转债定价模型，matlab编写，根据中国国情，考虑到修正条款-convertable bond
Trinomial
- 基于三叉树的期权定价模型，包括路径依赖型，向下敲出期权等奇异期权-Trinomial tree option pricing model, including path-dependent, and down to knock out the options and exotic options
binomial-pricing-model
- 二叉树定价模型是期权定价模型中最为简单也是最为实用的定价模型，其极限就是Black sholes定价模型的结果。-Binary tree pricing model is the most simple option pricing model is the most practical pricing model, the limit is Black sholes pricing model results.
AmericanBAW
- 美式期权定价模型 利用二叉树对美式期权进行定价-American option pricing model
4444
- 南加州大学期权定价模型课程MATLAB模型范例-Option Pricing from University of Southern California
Jump_main
- 本程序为跳扩散过程下欧式期权的定价模型，方便大家做出期权走势图-The procedures for the jump diffusion process European option pricing model, we facilitate to make a chart options
capm-daima
- CAPM代码，资本资产定价模型在Matlab中的实际应用。-Capital Asset Pricing Model with Missing Data
BSmodel
- 金融理论中最常用的期权定价模型即为BS模型。本代码可以输入BS模型所需参数，得到看涨和看跌期权的理论价格。-The most commonly used financial theory is BS option pricing model model. This code can be entered BS model parameters required to obtain a call and put option price
P-capm
- 价格型资本资产定价模型，可以用于直接计算股票价格，可供投资参考-Price-based capital asset pricing model, can be used to directly calculate the stock price, available for investment reference
HestonCalibration
- heston期权定价模型，参数calibration程序-heston model parameter calibration program
CAPMFORVALUE
- 使用资本资产定价模型直接计算价格非常好用的程序-Using the capital asset pricing model to calculate directly the price is very handy program
游轮定价BP神经网络预测MATLAB程序及结果
- 针对游轮公司预售票定价和开船后升舱方案,建立BP神经网络预测及灰色关联度模型,预测出每次航行各周预订舱位的人数.分析每航次每周预定的平均价格和每航次每周意愿预定人数的关联度,对每周的意愿人数进行合理地赋权,预测出每周预订的平均价格.建立需求定价模型,对售票价格合理定价.游轮起航后,在头等、二等舱位未满的情况下,建立游客升舱模型,使公司获得最大的预期销售收益.(To upgrade scheme cruise company advanc
邮轮定价模型
- 针对不同舱位采用定价模型进行优化决策，从而确定各个舱位的价格(In order to determine the price of each cabin, a pricing model is adopted to optimize the decision for different cabin spaces)
期货期权中各种模型VBA程序
- 衍生产品定价：期权布莱特舒尔斯期权定价模型；二叉树定价模型；期权交易策略；远期，互换的定价；等等，非常全面，是学习理解期权等衍生品定价的好工具 。(The pricing of derivatives is the option Brett Scholes option pricing model, the two fork tree pricing model, the option trading strategy, the for
BlackScholes
- 期权定价模型与数值方法 BS公式隐含波动率计算(Option pricing model and numerical method Calculation of Implicit Volatility of BS Formula)
众包问题（聚类算法样例）
- 解决多种平台在人口密度分派任务的定价问题，提高任务完成率(Solve the pricing problem of multi-platform assignment tasks in population density and improve task completion rate)