搜索资源列表
22
- 分数布朗运动驱动下带比例交易成本的期权定价Driven by fractional Brownian motion with proportional transaction costs of option pricing-Driven by fractional Brownian motion with proportional transaction costs of option pricing
ribenlazhutu
- 借助蜡烛图技术，我们既可以进行投机交易，也可以进行保值交易。蜡烛图技术既可以应用到期货市场，也可以应用到股票市场、期权市场，或者适用的其它任何领域。通过本书，您将发现蜡烛图技术为市场分析添上了新一个空间维度。-With the help of candlestick charting techniques, we can engage in speculative trading, can also be hedging transactions. Candle technology can b
Option-Pricing
- 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
CTP_OPTION_DEV_MANUAL
- 上期所综合交易CTP平台期权开发说明及源代码示例-CTP OPTION TRADING SYSTEM DEVELOPMENT MANUAL
vnpy-master
- 用Python编写的程序化交易软件，可用于期货、期权等的实盘交易(Written in Python programming transaction software, futures, options, etc. can be used for a firm transaction)
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 forward exchange pricing, and so
6.3.13
- 本接口说明旨在帮助开发者快速查阅综合交易平台API（CTP-API）的使用方法、参数说明及注意事项。文中汇集了CTP-API使用过程中常见的问题、重要参数说明及接口调用示例。(The purpose of this interface descr iption is to help developers quickly consult the usage method, parameter descr iption and precautions of CTP-API. Common probl
greek
- 希腊字母代码，可用于模拟期权交易中希腊字母的变动(Greek letter code that can be used to simulate the change of the Greek letter in option trading)