资源列表
learning-SAS-by-example
- sas教程-learning sas by samples-sas tutorial-learning sas by samples
201205_CTP_API
- 上期CTP开发代码，来自期货公司IT部门的，只是一个框架，需要进一步完善-On the development of the CTP code, futures companies from the IT department, but a framework needs to be further improved
Density
- 对蒙特卡洛模拟（mcmc）的金融方面的应用。有关dentisity-dentsity of mcmc for finance.
ThostFtdcMdApi
- CTP行情的例子, 首次写ctp的人必备的例子,是ctp的常用用法-CTP file interface, used for CTP system communications. good for beginners
tetonedge-bayesf-7348d7d3ba02
- Bayesian Estimation of Markov Switching Models based on Fruehwirth-Schattner (WU-Wien).
BVAR_Gibbs
- Bayesian VAR Models based on GIBBS Sampling
Lab_exercise_120130322235942(1)
- Bocconi University Exercises in Financial Econometrics for Portfolio Optimization and Financial Markets
Lab_exercise_420130522011924
- Bocconi University Exercises in Financial Econometrics for Markov-Switching Models and Financial Markets
sign20130507105715(1)
- Directory of useful Bayesian VAR Analysis material
hw6
- 原理：通过牛顿割线计算隐含分布率。 应用：计算facebook在欧洲的看涨期权和看跌期权。- C++ program to calculate the implied volatility using Newton-Ralphson (secant) * method for European Call and put Options for face book.
hw3
- 金融行业适用，使用极坐标的方法构造标准正态分布变量-use polar method to genertate standard Normal variates.
hw5
- 这个程序使用二项式方法计算欧式期权价格和二项式方法和布莱克-斯科尔斯之间的误差进行比较。 -This program uses binomial method to calculate the European option prices and compare the error between binomial method and Black-Scholes.