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c++ design patterns and derivatives pricing
- 讲述运用c++编写金融衍生品定价文件，适合对金融衍生品和c++都有一定了解的从业者
modellingderivtivesinC
- 详尽的阐述了用C++来实现对金融衍生品的定价程序.-Detailed descr iption of the use of C++ to implement the pricing of financial derivatives program.
cumsum_payoff
- 采用对偶变量法模拟出两条路径，计算每个节点的损益 可以对各类复杂金融衍生品定价-With dual variable method to simulate the two paths, calculate the profit or loss for each node can be all kinds of complex financial derivatives pricing
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
code
- C++金融源程序，各种衍生品定价，包括头文件，cpp文件等-C++ financial source, a variety of derivatives pricing, including header files, cpp files, etc.
1assignment.m
- 金融衍生品债券久期计算程序。 新加坡国立大学金融工程金融衍生品定价计算程序-Derivatives bond duration calculation. National University of Singapore' s financial engineering financial derivatives pricing calculation program
financial-derivatives
- 期货交易工具，金融衍生品的定价以及交易模型的模拟-Futures simulation tools, financial derivatives pricing and transaction model