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- 金融交易市场价格波动数值预测研究发展战略的思考,金融安全关系到国家经济发展、社会稳定、国防巩固，是国家安全的重要组成内容。在当前国际经济、金融一体化发展趋势中，金融交易市场安全的重要性尤为突出。特别是不断出现的金融风暴的影响和日益显著的金融交易市场波动的全球化趋势已使预测并控制大的金融风险成为各国政府和金融机构严重关注的问题，并且这个问题正在变得日益严峻-financial transactions to market price fluctuations numerical predictio
RiskCalculator
- Simple VaR Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets - Volatility forecasts using moving average and exponential algorithm - Value at Risk of single asset or portfolio measurement
OrthogonalTGARCH
- 本文对@:AB及其衍变模型进行了分析和总结，提出了直交门槛一般化自回归条件异方差#< 90 8 17C -D@:AB*模型。通过模型平稳性测试、@:效果检定、@:AB效果检定、模型阶数鉴定、模型参数估计与模型诊断对模型进行 评估，作者认为这种模型在估计投资组合资产收益的波动性上优越@:AB及其衍变模型。 -In this paper, @: AB model and its evolution are analyzed and summed up the proposed DC
barrier
- Using interpolation method and implied volatility to calculate barrier options
Anadaptiveantcolonyalgorithmanditssimulation
- 蚁群算法是一种新型的进化算法，蚁群算法与其它进化算法同样存在易于限于局部最小点等缺陷．本文提出一种自适应的蚁群算法雌克服上述缺陷。通过自适应地改变算法的挥发度等系数，本文中的算法可以在保证收敛速度的条件下提高解的全局性，通过对TSP问题的仿真证明本文中的算法相对与原始的蚁群算法收敛速度和解的性能椭一定的提高．-Ant colony algorithm is a new evolutionary algorithm, evolutionary algorithm ant colony algori
implvol
- the code for compute Implied volatility
Americanoption-binary-pricing
- 用于无红利的美式看跌期权定价，参数依次为（现在股价，协议价格，无风险利率，波动率，期限，二叉树步数） -No dividend for the American put option pricing parameters were (now price, agreed price, risk-free interest rate, volatility, duration, binary steps)
heston
- Heston Model Stochastic Volatility
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.
Implied-and-Realized-Volatility
- studies the nonparametric connection between realized and implied volatilities. No-arbitrage identities and comparison inequalities are found. Formulate the multi-factor trading system on the volatility scale
huigui
- 灰测预测,预测一组波动性不是很大的程序，否则检结果不是很精确-Ash test predictions about the volatility is not a great program, or review the results is not very accurate
Monte-Carlo-integration
- BUGS for a Bayesian analysis of stochastic volatility models
42
- 给定N（1≤N≤32767）天的营业额a1,a2,a3,……an. 定义最小波动值：该天的最小波动值=min{|该天以前某一天的营业额-该天营业额|}. 特别地，第一天的最小波动值即为a1. 试求N天的最小波动值之和。-Given N (1 ≤ N ≤ 32767) day turnover a1, a2, a3, ... ... an. Defines the minimum volatility value: the smallest fluctuations in the value of
calculating
- 提取财务数据并计算经波动调整的衍生指标，同时生成指标序列矩阵-Extract Financial data and calculate the volatility-adjusted derivatives, and generate the time series matrix
binary
- 二叉树方法计算信用风险溢价 参数说明： V：公司资产市场价值初值 r:市场无风险利率 sigma：企业资产市场价值波动率 T:期限 num：二叉树层数 dp：违约点，即债权价值 输出结果： M:公司的风险溢价 -The binomial tree method to calculate the credit risk premium Parameters: V: t
KMV
- KMV方法计算企业资产和资产波动率 参数说明： E:股权市值 D:负债总额 r：无风险利率 T:企业债期限 EquityTheta：股价波动率-KMV method of enterprise assets and asset volatility Parameters: E: equity market capitalization D: total liabilities r: risk-free rate T: corpor
colap
- 典型精馏塔的MATLAB模拟,(41块塔板，相对流率1.5，纯度99 ，液相流，恒压）-Typical dynamic model of distillation tower on MATLAB, (41 stages , relative volatility 1.5 99 purity liquid flow dynamics constant pressure)
oil-price-volatility
- 油价波动情况下的生产计划，使用MATLAB编程，包括源码和论文-Production plans in case of oil price volatility, using MATLAB programming, including source code and papers
ImpliedVolatility(2)
- implied volatility for models
Volatility
- an innovative approach for volatility