搜索资源列表
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
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)