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Crank-Nicolson Scheme for pricing Ameircan put options
- This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
SimpleMonteCarloModel
- we shall study the pricing of derivatives using Monte Carlo simulation.We do this not to study the intricacies of Monte Carlo but because it provides many convenient examples of concepts that can be abstracted.
price-dual-channels
- 电子商务环境下双渠道定价问题数学建模研究及算例分析-Dual-channel e-commerce environment, pricing research and examples of mathematical modeling analysis
MCGARCH
- 蒙特卡洛欧式期权价格动态计算(GARCH)-European call option pricing( GARCH dynamic) under monte carlo
Book
- 设计一个书类Book，能够保存书名、定价，所有书的本数和总价-Design a book class Book, to be able to save the title, pricing, and the number and the total price of all books
Blackscholes
- 给期权定价的著名的有用的很好的基于布朗运动的BS期权定价公式-To the famous option pricing useful good BS option pricing formula based on the Brownian motion
AmericanOptionBinomial
- American Option Pricing using Binomial Tree C++ code
untitled1.m
- 金融工程学Wishart模型,可利用Wishart过程给债券做定价-Wishart model of financial engineering, the Wishart process can be used to bond 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.
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)
eurp Call
- 欧式期权解析解，蒙特卡洛解代码 语言：C++(This is the source code of pricing European Option (contains Call and Put) in two ways: Analytic method and Monte-Carlo Simulation)