搜索资源列表
copulas
- copua是金融数学计算中的一类新模型。本代码提供了最常用的copula模型，如clayton等中的参数估计等内容-copua financial mathematical calculation of a new type of model. This code provides the most commonly used model of Copulas, such as Clayton of parameter estimation etc.
PortVaR
- 统计工具软件，用于金融，保险，银行等领域进行VAR风险估计计算-statistical tools software for the financial, insurance, banking and other fields, the risk estimates calculated VAR
Testing-Individual-ACF
- 检验金融时间序列的单个自相关函数（individual ACF）。计算每一阶的t-ratio值。-Testing Individual ACF
boxcox
- 在matlab环境下编写的boxcox金融计算方法。-Matlab environment in the preparation of the financial boxcox calculation.
Financial_Time_series_analysis
- 精通matlab金融计算 Financial_Time_series_analysis in Matlab-Financial_Time_series_analysis in Matlab
proficientmatlabfinancialcalculations
- 此资料为《精通matlab金融计算》一书中的光盘程序程序-This information is " proficient matlab financial calculations," a book of the CD-ROM program program
cumsum_payoff
- 采用对偶变量法模拟出两条路径，计算每个节点的损益 可以对各类复杂金融衍生品定价-With dual variable method to simulate the two paths, calculate the profit or loss for each node can be all kinds of complex financial derivatives pricing
probability-distributions
- 风险过程概率分布数值算法，金融预测，计算数值的比较 -probability distributions
SFEBinomp
- 该程序专门用于计算，金融证券估值计算股票期权的二项树过程。-The code can be used to plot generated binomial processes of stocks and options.
VaRest
- 通过构建对角平滑和指数平滑的方法，进行金融风险值得计算。-By building on the corner smoothing and exponential smoothing method, the calculation of financial risk worth.
SFEwienerdens
- 通过使用插值计算的方式，计算金融波动过程的维纳现象。-Calculated by using the interpolation method to calculate the Wiener process, the phenomenon of financial volatility.
SFEtrinomp
- 该程序，可以用于计算金融证券期权产品的三项树定价估值过程。-This matlab code can be used to caculate the options price by estimate the trinomial processes.
matlab_source_file
- 时间序列ARMA模型分析主要运用于金融时间序列的分析及计算科学方面。-Time series analysis using MATLAB software and data processing,it is used in financial analysis and computing area,it is very useful for financial engeneer.
7777777
- 精通MATLAB金融计算》 随书光盘程序 -Proficient in MATLAB financial computing" CD with the book program
lagrange
- 理科金融数学计算程序，拉格朗日法计算程序-Science financial mathematics program, the Lagrangian method calculation procedure
CALENDER
- 科学计算器，C语言，主要的金融计算方式都有的-scientific calculator
1
- 精通matlab金融计算，详细介绍了用matlab编程求解各种衍生品的方法-Proficient in matlab financial calculation, described in detail the method for solving a variety of derivatives with matlab programming
3 移动平均hurst指数计算程序.fld
- 计算移动平均hurt指数，用MATLAB的程序代码，适合初学者(Moving average hurt index)
var cvar 金融计算 matlab
- Matlab；金融计算；var计算；cvar计算 [VaR&&CVaR] VAR，CVAR详细介绍，并附带各种方法计算，matlab程序实现，仿真结果图展示。 [Matlab和金融计算] Matlab实现金融计算，并附带蒙特卡洛实现。([VaR&&CVaR] Var, cvar are introduced in detail, as well as various methods of calculation, and matlab program calcul
SIM算法
- matlab SIM算法是由一位外国学者写在教科书里，用于金融计算的代码