资源列表
2014-SonicR-Indys-a-Tmpls
- 2014 SonicR Indys & Tmpls 最新版2014 sonicr系统及源码,实用的量化指标。-2014 SonicR Indys & Tmpls 2014 sonicr systems and the latest version of the source code, useful quantitative indicators.
ZUP_v135-ALL-ABC
- ZUP_135 蝴蝶指标,学习蝴蝶应用的帮手。-ZUP_135 butterfly indicators butterfly learning helper applications.
elliott_wave_en__1
- 艾略特波浪指标,适用于mt5系统。不可多得的波浪指标。-Elliott Wave indicator for mt5 systems. Rare wave indicator.
WWHH
- 外汇赚钱指标,价值1000元买的自动交易软件-Forex indicators make money, worth 1,000 yuan to buy automated trading software
YEWU
- 这是模拟的银行业务系统,在debug里面有运行程序,大家可以看看。-This is a simulation of the banking system, which has run the program in debug, we can see.
hw4
- 这个程序使用蒙特卡洛模拟计算欧式期权价格和蒙特卡罗和布莱克-斯科尔斯之间的误差进行比较。-This program uses Monte Carlo simulation to calculate the European option prices and compare the error between Monte Carlo and Black-Scholes. 1.use Marsagalia s polar method to generate the standard norm
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.
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.
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.
sign20130507105715(1)
- Directory of useful Bayesian VAR Analysis material
Lab_exercise_420130522011924
- Bocconi University Exercises in Financial Econometrics for Markov-Switching Models and Financial Markets
Lab_exercise_120130322235942(1)
- Bocconi University Exercises in Financial Econometrics for Portfolio Optimization and Financial Markets