搜索资源列表
Monte-Carlo1
- 应用蒙特卡罗模拟方法计算期权价格 统计模拟方法亦称蒙特卡罗(Monte-Carlo)方法.因为通常的教科书几乎不涉及 此内容.了解的人不多。听到过的人又常把它看作是统计力学或核物理等学科的专门工具.很少想到这个方法与自己的科研工作有什么关系。
MonteCarlosimulation
- 几何布朗运动的Monte Carlo模拟以及美式期权定价
美式期权定价Matlab 程序
- 文件提供了基于跳扩散过程的美式期权定价程序
eur_call_dw
- 用对偶法(underlying_dw),给定2M条样本轨道,给出一个欧式看涨期权的价格-With the dual method, sample path of a given article 2M, given the price of a European call option
american
- 利用Matlab来进行计算期权的价格,根据股票价格波动率,股票的红利率,市场无风险利率。以该股票为标的资产的美式看涨期权-matlab price
finace-binary-tree
- 用MATLAB实现金融数学中,关于期权二叉树的算法,非常经典,是我大三时,帮大四的师兄写的-Using MATLAB to achieve financial mathematics, the binary tree algorithm on the options, very classic, is my third time to help write a senior senior
fugit_binomialtree
- 计算Fugit的二叉树期权方法 use Fugit binomial tree to calculate option value-Fugit calculation method of binary tree options use Fugit binomial tree to calculate option value
examples2_cc
- 期权的价格呼叫欧洲二项式单期数据模型编程-European call option price of one-period binomial model for programming the data
opinion
- 三叉树欧式期权看涨,计算欧式期权价格很方便,还有B-S和二叉树-EuCallTrinomial
OPTION
- 对复合奇异的蒙特卡洛模拟程序,亚洲期权、障碍期权的集合体 -Monte Carlo simulation of composite extoic option
optionpricing
- 运用explicit,implicit, crank-nicolson方法计算美式期权以及带分红的美式期权-using explicit,implicit, crank-nicolson methods to calculate american options
AmericanPut
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述-Monte Carlo simulation to compute the price of American option
Binomial-Trees
- 计算欧式期权,美式期权,百慕大期权价格的二叉树VBA程序-Binomial Tree for EurpeanAmerican CallPut Option
期权定价
- 欧式和美式期权的二叉树定价和蒙特卡罗定价的源代码
MC_v1
- 内含蒙特卡洛期权定价法,运用面向对象编程, 代码非常清晰,有注释,希望帮到大家(Contains Monte Carlo option pricing, the use of object-oriented programming, the code is very clear, there are notes, and I hope to help you)
Desktop
- 欧式期权定价数据绘图,数据也在压缩包里面(pricing of European options and data used)
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)
American Options
- 用多种方法求解美式期权定价问题,其中包括二叉树方法,有限差分法,最小二乘蒙特卡洛模拟法(LSM法),并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These
mc
- 利用蒙特卡洛方法计算欧式看涨期权的价格。(Monte Carlo method is used to calculate the price of European call options.)
matlab 最小二乘蒙特卡罗(LMS)美式期权定价
- 用蒙特卡洛模拟实现美式期权定价,包括资产路径生成和美式期权欧式期权定价的源代码,附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with reference.)