搜索资源列表
LatticeAmePut
- 美式看跌期权二叉树算法的matlab程序实现方式m文件-American put option binary tree algorithm
LATTICE-EUR-AMR--CALL
- 基于二叉树定价原理的对于美式看涨期权和欧式看涨与看跌期权的模拟-Analog for the American call option and the European call and put options based on binary tree pricing
AssetPriceEuropeanCallOption
- matlab欧式看涨期权定价，内附有两种代码算法，适合matlab初学者-the matlab European call option pricing
AmericanBAW
- 美式期权定价模型 利用二叉树对美式期权进行定价-American option pricing model
cubic_error
- 无网格方法，对期权定价方程Black-Scholes公式进行离散，然后求数值解，效果很好-meshless method
CRR_Asian
- 亚式期权的二叉树及三叉树算法。很容易改编为其他的强路径依赖期权代码。-Asian option binary and ternary tree algorithms. Easily adapted for other strong path-dependent option code.
4444
- 南加州大学期权定价模型课程MATLAB模型范例-Option Pricing from University of Southern California
pricing-code
- 各式期权的定价方法，使用MATLAB地软件进行编写。-European option pricing methods binary tree, written with MATLAB.
Greeks_matlab
- 彩虹期权 及Greeks的计算，无偏估计，包含2个资产-Rainbow options and Greeks calculations unbiased estimator contains two assetsia
yinghao
- 银行十年期固定利率贷款隐含期权蒙特卡罗模拟定价程序，具有很好的运行结果-Ten-year fixed-rate bank loans Monte Carlo simulation embedded option pricing procedures, with good operating results
Jump_main
- 本程序为跳扩散过程下欧式期权的定价模型，方便大家做出期权走势图-The procedures for the jump diffusion process European option pricing model, we facilitate to make a chart options
ex_diff_call_put
- 有限差分的源代码，看跌期权，希望对大家有帮助-Finite difference of the source code, puts, we hope to help
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)
msqq12
- 美式期权以十二步长为例，对于提前执行边界的二维画图显示以及期权定价问题-American option to twelve step, for example, for the implementation of the border ahead of a two-dimensional drawing display and option pricing problem
american_option
- 对服从几何布朗运动的美式看跌期权进行了定价。里面参数可自行修改-pringcing for American Options
MonteCalo_optionPrice1
- 利用蒙特-卡洛方法，计算可转换公司债券的期权价值-Monte Carlo method for calculating the value of bonds
option
- 本代码主要是给期权定价，里面主要用到的是二叉树定价的方法，分为美式和欧式两种-This code is mainly to option pricing, which is the main method used binary pricing
test
- 用来计算普通美式期权的call and put option-Used to calculate the ordinary American option call and put option
CallOption_S
- 学习金融学的同学可以参考该编程计算看涨期权的收益率，以对所学知识有更深的了解和巩固-Learning finance students can refer to the programming calculation yields a call option to have a deeper understanding of the knowledge and consolidation
option-pricing-codes
- 期权定价的相关matlab代码程序，喜欢的朋友可以下载-Related matlab code program option pricing, like a friend can download to see