搜索资源列表
American-put-option-pricing
- 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
BTM
- 二叉树算法在美式期权定价中的应用,已通过自己电脑测试-Binary Tree Algorithm in American option pricing has been tested through their own computers
MCLOOKback
- 蒙塔卡洛模拟在回望期权中的应用，已经通过自己电脑测试-Monta Carlo simulation in the lookback options have been tested by their computer
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.
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.
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
vanilla
- 用蒙特卡洛模拟的方法来计算基于股票的欧式期权的价格-Monte Carlo simulation method to calculate the stock-based European option prices
BSmodel
- 金融理论中最常用的期权定价模型即为BS模型。本代码可以输入BS模型所需参数，得到看涨和看跌期权的理论价格。-The most commonly used financial theory is BS option pricing model model. This code can be entered BS model parameters required to obtain a call and put option price theory.
fzqq
- 这是一个复制期权的matlab程序，内部有随机股价模拟，和delta对冲。-this is a program to do delta heging, and stochastic stock prices simulating
Option-Pricing
- 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
BullSpreadOption_Replication
- matlab源码。牛市差价期权复制及复制效果回测-MATLAB BULL SPREAD DYNAMIC REPLICATION
CTP-option-v6.3.0-APIasamples
- 最新的CTP期权行情与模拟交易的API及简单样例（可运行）-The latest CTP options API of market and simulation of transaction
hw2
- 是关于股票期权的，定价铲平，里面包括三叉树，二叉树 等-it is about the option price
windmatlab
- 运用wind matlab 进行量化投资, 例子包括 期货 期权 股票 债券等 -some samples for quantitative investing using matlab
butterfly-option-strategy
- 期权蝶式价差策略:把价差策略分解成单个期权的组合并分析期初成本和期末收益-Butterfly spread options strategy: to spread down into a combination of a single policy options and cost analysis at the beginning and end of the income
Iron-butterfly-option-strategy
- 铁蝶式期权蝶式价差策略:把价差策略分解成单个期权的组合并分析期初成本和期末收益.-Iron Butterfly spread options strategy: to spread down into a combination of a single policy options and cost analysis at the beginning and end of the income
multi-GBM
- 模拟多维几何布朗运动,是对多资产期权定价,采用蒙特卡洛算法的重要步骤-simulate the multi-dimension geometry brownian motion
MCMC-
- 欧式看涨亚式期权的马尔科夫链蒙特卡洛数值模拟算法-European call Asian Options Simulation Markov chain Monte Carlo algorithm
Monte-Carlo
- 对标的资产过程服从几何布朗运动的期权用蒙特卡洛模拟数值算法进行定价-The underlying asset process follows a geometric Brownian motion of options using Monte Carlo simulation, numerical algorithms pricing
IBDataCrawler
- 可以通过盈透证券IB网关抓取美股的证券，期权，期货数据。-US stocks can crawl securities, options, futures IB Interactive Brokers data through the gateway.