搜索资源列表
期权
- 股票期权方面的一个程序- A stock time power aspect procedure
美式期权定价Matlab 程序
- 文件提供了基于跳扩散过程的美式期权定价程序
期权
- 股票期权方面的一个程序- A stock time power aspect procedure
binomoaltree2d
- 二叉树方法计算欧式期权价格，篮子期权，由2项资产-binary tree method Continental options prices, basket options, from the two assets
MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
doc000
- 股票的期权定价理论介绍和相关的数值分析.doc-stock option pricing theory is introduced and the associated numerical analysis. Doc
European_Option_Pricing_Mente_Carlo_Simulation
- 根据BS公式，通过Mente Carlo模拟对欧式期权进行定价的源码。即使不是做期权定价的，该源码也是一个非常好的理解如何做Mente Carlo模拟的实例。-Based on the Black-Scholes formula, codes for pricing the European options through the Mente Carlo simulation. It is a very good example for
finace-binary-tree
- 用MATLAB实现金融数学中，关于期权二叉树的算法，非常经典，是我大三时，帮大四的师兄写的-Using MATLAB to achieve financial mathematics, the binary tree algorithm on the options, very classic, is my third time to help write a senior senior
MonteCarloAsianCallOptions
- 蒙特卡罗法计算亚式期权中的PutOptions-MonteCarlo Method to compute Asian Options with Put Options
optionpricing
- 运用explicit,implicit, crank-nicolson方法计算美式期权以及带分红的美式期权-using explicit,implicit, crank-nicolson methods to calculate american options
eur_call_dw
- 用对偶法（underlying_dw），给定2M条样本轨道，给出一个欧式看涨期权的价格-With the dual method, sample path of a given article 2M, given the price of a European call option
AmericanPut
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述-Monte Carlo simulation to compute the price of American option
Binomial-Trees
- 计算欧式期权，美式期权，百慕大期权价格的二叉树VBA程序-Binomial Tree for EurpeanAmerican CallPut Option
MC_v1
- 内含蒙特卡洛期权定价法，运用面向对象编程， 代码非常清晰，有注释，希望帮到大家(Contains Monte Carlo option pricing, the use of object-oriented programming, the code is very clear, there are notes, and I hope to help you)
新建文件夹
- 研究b-s欧式期权希腊值特性，比较全，自己运行看图(run and see how greeks change)
Desktop
- 欧式期权定价数据绘图，数据也在压缩包里面(pricing of European options and data used)
code
- 通过wiklund近似解计算亚式期权价格(calculate the value of Asian option through Wiklund Approximation)
BiTree
- 这是一个期权隐含波动率计算程序，二叉树模型(This is an option implied volatility calculation program, Binary Tree model)
期权定价
- 美式、欧式、亚式期权定价，认购期权和认沽期权(American, European, Asian option pricing)
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