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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
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
Curve-volatility-observed-function
- 基于matlab的地理数据分析，有数据有程序，很全很完整。-Matlab-based geographic data analysis, data have procedures, very full very complete.
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.
Volatility surface
- 波动率曲面的matlab算法实现，只需输入参数即可完成波动率曲面的制作。