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- 亚式期权和欧式期权的一篮子组合以及策略测试-Asian options and European options on a basket of portfolio and strategy testing
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
butterfly-option-strategy
- 期权蝶式价差策略:把价差策略分解成单个期权的组合并分析期初成本和期末收益-Butterfly spread options strategy: to spread down into a combination of a single policy options and cost analysis at the beginning and end of the income
Iron-butterfly-option-strategy
- 铁蝶式期权蝶式价差策略:把价差策略分解成单个期权的组合并分析期初成本和期末收益.-Iron Butterfly spread options strategy: to spread down into a combination of a single policy options and cost analysis at the beginning and end of the income
ctp-qiquanHUICE
- 期权策略回测，里面包含有部分策略,里面包含有部分策略-Option strategy backtesting, which contains part of the strategy
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
option
- 给出了用python编写的两个期权策略，请多多指教(Two option strategies are given in the package, you can view them and give opinions.)