文件名称:BlackScholes
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期权定价模型与数值方法
BS公式隐含波动率计算(Option pricing model and numerical method
Calculation of Implicit Volatility of BS Formula)
BS公式隐含波动率计算(Option pricing model and numerical method
Calculation of Implicit Volatility of BS Formula)
相关搜索: 期权定价模型
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下载文件列表
文件名 | 大小 | 更新时间 |
---|---|---|
delta_price_time.m | 395 | 2012-05-15 |
DownOutPutMC.m | 527 | 2017-10-29 |
ImpliedVolatility.m | 461 | 2017-10-29 |
ImpliedVolatitityCallObj.m | 314 | 2017-10-29 |
ImpliedVolatitityPutObj.m | 343 | 2017-10-29 |
run_scrip.m | 3553 | 2017-10-29 |
ImpliedVolatitity\ImpliedVolatility.m | 511 | 2009-08-03 |
ImpliedVolatitity\ImpliedVolatitityCallObj.m | 274 | 2009-08-03 |
ImpliedVolatitity\ImpliedVolatitityPutObj.m | 268 | 2009-08-03 |
ImpliedVolatitity\MarketValueAndStockPrice.xlsx | 11760 | 2009-08-04 |
ImpliedVolatitity\TestImpliedVolatility.m | 183 | 2009-08-03 |
ImpliedVolatitity\VolatilityPrice.m | 348 | 2009-08-03 |
AsianMC.m | 261 | 2017-10-29 |
AsianMCCV.m | 725 | 2017-10-29 |
AssetPaths.m | 381 | 2017-10-29 |
binpricetest.m | 289 | 2012-05-16 |
blsDeltaTest.m | 213 | 2012-05-15 |
blsimpvtest.m | 208 | 2012-05-16 |
blsmc1.m | 329 | 2017-10-29 |
BlsMCIS.m | 511 | 2017-10-29 |
blsprice_Vol.m | 412 | 2012-05-15 |
blspriceTest.m | 223 | 2012-05-15 |
ImpliedVolatitity | 0 | 2017-11-02 |
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