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cbessy
- 可转债论文，研究定价，模型，方法，赎回，回售等-This thesis is devoted to evaluating two-factor convertible bonds. Di® erent zero- coupon bond curves are inputted when evaluating convertible bonds issued by com- panies with di® erent credit ratings. Thus the e®
BlackScholesMethod
- BS公式定价期权,该公式是在BS模型下得到的，通过假设股票服从几何布朗运动来定价-option pricing by BS formula
HestonCalibration
- 波动率预测模型；期权定价；未来期权波动率预测-local volatility model (hestion calibration)
GoldPrcing
- 黄金定价的回归模型，包含全球GDP，美国GDP，美国通货膨胀指数等-gold pricing model
CPP.Derivatives.pdf
- 详细介绍了使用C++实现金融衍生产品定价的设计原理及相关的数学模型-C++ design pattern and related mathematical models in derivatives pricing
monte_carlo
- 蒙特卡洛模拟，期权定价分析，收益模型仿真。Monte Carlo simulation for returns-Monte Carlo simulation for returns
GAM-based-on-R
- 使用R软件的汽车保险定价的广义线性模型的部分代码，可直接运行-GAM based onR
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
euroption
- 看涨期权二叉树模型定价，能生成树结果和期权价格-Binary call option pricing model, spanning tree results and the option price
untitled1.m
- 金融工程学Wishart模型,可利用Wishart过程给债券做定价-Wishart model of financial engineering, the Wishart process can be used to bond pricing
binary-tree
- 金融工程中,二叉树模型用于期权定价，用matlab程序实现，来进行套利-Two fork tree model for Option pricing
BS-MonteCarlo
- B_S模型，用于期权期货模型定价，应用过去的数据实现对未来价格的与预测-B-S model for the futures pricing of option
Equity-Linked-structural-analysis
- 股票挂钩结构分析，根据B-S模型计算买入期权、卖出期权的价格。计算保本票据的定价与收益。测算SharkOption收益率。-Equity Linked structural analysis, calculated according to the BS model call option, put option prices. Calculation of the insurance pricing and revenue bills. SharkOption estimated yield.
matlab2
- 期权定价的分叉树模型，利用分叉树模型来对期权的价格进行估计和分析-Option Pricing
gonglv
- 基于定价博弈的频谱分配算法研究胡matlab程序，包含古诺模型-Research on Spectral Allocation Algorithm Based on Pricing Game HU Matlab Program, Including Cournot Model
KMV程序
- KMV模型是对传统信用风险度量方法的一次重大革命，其是在现代期权定价理论上建立起来的违约预测模型。假设公司的价值服从某种函数分布，其是什么样的分布要根据资产期望值及标准差来确定。预期违约概率（ ）是分三步骤来确定:第一步：计算公司的市场价值及其波动性；第二步：估算出公司的违约点、预期价值；第三步：估计预测违约概率（ ）。(KMV model is a major revolution in the traditional credit risk measurement method. It is
病毒传播模型与定价
- We present a simple and general framework to simulate statistically correct realizations of a system of nonMarkovian discrete stochastic processes. We give the exact analytical solution .