搜索资源列表
eur_call
- 给定同样的M条样本轨道，计算出欧式看涨期权的价格调用 underlying函数-M be given the same sample path, calculate the price of European call option
asian_call_dw
- 用对偶法，给定2M条样本轨道，给出一个亚式看涨期权的价格-With the dual method, sample path of a given article 2M, given a price of Asian call option
butterfly
- 碟式期权定价的m文件，自己编的，希望可以用-M-disc option pricing documents, their series, hoping to use
Americanoption-binary-pricing
- 用于无红利的美式看跌期权定价，参数依次为（现在股价，协议价格，无风险利率，波动率，期限，二叉树步数） -No dividend for the American put option pricing parameters were (now price, agreed price, risk-free interest rate, volatility, duration, binary steps)
option_MonteCarlo
- 百慕达期权的MonteCarlo模拟，MonteCarlo广泛应用于各种期权定价模拟等过程-Bermuda option MonteCarlo simulations, MonteCarlo widely used in option pricing simulation processes
basket
- 亚式期权和欧式期权的一篮子组合以及策略测试-Asian options and European options on a basket of portfolio and strategy testing
The11
- 基于SVR的期权价格预测模型The option price based on SVR prediction model-The option price based on SVR prediction model
bsdifferential
- 欧式股票期权的显式差分定价法,通过输入股票期权的波动率、贴现率、标的资产的定价等相关数据，计算出股票期权的理论价格-the explicit differential pricing method in European stock options
r121ic
- 双指数跳扩散模型的美式二值期权定价Double exponential jump-diffusion model of the American binary option pricin-Double exponential jump-diffusion model of the American binary option pricing
22
- 分数布朗运动驱动下带比例交易成本的期权定价Driven by fractional Brownian motion with proportional transaction costs of option pricing-Driven by fractional Brownian motion with proportional transaction costs of option pricing
Black-Scholes
- 由脚本输入相关值可以计算一个欧式期权； 通过匿名函数计算，其中一些call其它函数，如CDF和PDF。-This scr ipt is used for implement the Black-Scholes pricing model By the scr ipt ten related values of a European option can be calculated Anonymous functions are used in this scr ipt, and
SFEBinomp
- 该程序专门用于计算，金融证券估值计算股票期权的二项树过程。-The code can be used to plot generated binomial processes of stocks and options.
SFEtrinomp
- 该程序，可以用于计算金融证券期权产品的三项树定价估值过程。-This matlab code can be used to caculate the options price by estimate the trinomial processes.
32432
- 用混合小波网络和遗传算法对期权定价的研究.-Hybrid wavelet neural network and genetic algorithm study on option pricing.
MCSpreadOption
- 蔓延期权的蒙特卡洛模拟 这个程序很简洁的实现了这一类期权的模拟，和大家一同分享-monte carlo simulation for spread option
antithetic-monte-carlo
- 应用蒙特卡洛的方法为欧式看涨期权定价。同时，该程序是应用对偶方法进行模拟的。-pricing european call option with antithetic method in monte carlo
financial-compute
- 包括期权的二叉树定价在内的一系列算例,这些是期权定价方法中最简单便捷的数值定价方法-It includes the CRR method of option pricing，and so on
ameri
- 通过确定执行边界的方法计算美式期权价格，并画出它的执行边界。-Determine the implementation of the boundary of the method to calculate the American option price and draw the boundary of its execution.
Trinomial
- 基于三叉树的期权定价模型，包括路径依赖型，向下敲出期权等奇异期权-Trinomial tree option pricing model, including path-dependent, and down to knock out the options and exotic options
binomial-option-pricing-matlab
- 期权价格二叉树定价，包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures