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yuanma
- 期权的隐含波动率计算，采用了二分发来计算；比较易用
volidate
- excel表格，VBA代码，主要功能是用于计算隐含波动率-fluctuation ratio
IMPLIED-VOLA
- 期权的隐含波动率算法。主要使用Crank Nicholson方法求隐含波动率 -Using Crank Nicholson method to get implied volatility
vix
- 根据上证期权历史行情，利用方差互换思想，计算标的证券的隐含波动率vix指数。（包括05年4、5、6月的期权价格数据）-To calculate the vix index
MATLAB
- 这是一个期权隐含波动率套利的回测程序模型-This is a back-testing program model option implied volatility arbitrage
var_model
- 经济领域的VaR模型的各种求法，附上了文档，大约一共有9个文件。可以求的VaR有一般金融证券的DeltaVaR，历史VaR，以及期权中的隐含波动率，以及期权VaR-Seeking a variety of economic sectors VaR model, attached documents, a total of about 9 files. You can find the VaR has a general financial securities DeltaVaR, histori
Implied-volatility-program
- 用于期权隐含波动率的计算，适用于期权定价实行隐含波动率套利-The implied volatility procedures are used to calculate the implied volatility of option, which is suitable for option pricing
ImpliedVolatitity
- 根据股价、期权的总市值和收益率，来计算隐含波动率，以及根据隐含波动率来定价。-According to the share price, market capitalization and profitability options to calculate implied volatility and implied volatility based on pricing.
Option_VolatilitySurface
- 实时显示上交所50ETF隐含波动率曲面。(Display implied volatility surface of 50ETF in Shanghai Stock Exchange.)
ImpliedVolatitity
- 本文件用于BS定价模型中的隐含波动率计算，附有一个计算例子(This document is used to calculate implied volatility in the BS pricing model with a computational example)
Black-Scholes
- 使用Black-Scholes 反求隐含波动率(Black-Scholes , implied volitility)
BiTree
- 这是一个期权隐含波动率计算程序，二叉树模型(This is an option implied volatility calculation program, Binary Tree model)
BlackScholes
- 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)