资源列表
week4matlabcode
- Develop (and explain in details) a MATLAB or EXCEL VBA code for the LSM method. Manage to develop a generic function that computes the value of American put options using the suggested method. Determine the function input/output at your own pre
PDE
- 用VBA编写使用PDE对期权进行定价的程序，在excel中使用，可调整参数。-Using PDE to price an option. Using VBA in EXCEL.
Numerical_root_solving
- 用VBA解决方程求根的问题的数值方法的代码。可以在求解、求极值的时候运用。-Using VBA to solve the root solving problem, in numerical methods.
interpolation
- 运用插值方法求证券价格的代码，用VBA编写，可以根据需要调整表格中的参数。-Using interpolation to get the expectation of the security s price. VBA code, numerical methods.
ACOS6-SAM-Files
- acos6-sam卡数据文件的创建-acos6-sam card data file s to crate.
State_Space_Models_FEX
- State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman filter approach. The main literature I used for this parti
BRHMM
- BRMMTEST Bayesian robust mixture model test scr ipt This routine tests the capabilities of the BRMM on synthetic data. It generates a set of data a BRMM with unknown parameters and, from these data, it estimates the parameters of the model r
correlation_demo
- 04/17/2014 Author: Emin Orhan Matlab code for running model-mismatch simulations for different scenarios. Matlab scr ipts corresponding to different scenarios are provided in separate directories. -04/17/2014 Author: Emin Orhan Matl
escape-from-the-top
- 2015年和2007年的大牛市的急转直下具有一定的相似性的。该代码通过BP神经网络设计出一套预警函数，让资金在股票价格到顶之前逃离。-Stock market turned down in a rapidly rate this year.This code designs a pattern to predict the risk by BP nerve net.
CMO-cashflow-analysis
- CMO是一种基于住房抵押债券而衍生出的金融工具，不计违约风险，其风险主要源于利率风险。该代码通过蒙特卡洛模拟，计算CMO产品的最适价格。-CMO is a kind of financial tool derived the collateral mortgage securities.This series of codes will analyze the pricing process by the perspective of interest rate risk.
Accounting22295910252012
- Complete accounting application
sec
- 资金管理系统，自行开发，计算利息的一个好帮手-Financial management systems, self-development, calculate the interest of a good helper