搜索资源列表
up_in_call
- The pricing model for the Binomial tree model, for the up and in barrier call option
Webinar2007
- 用matlab实现衍生证券定价,非常好用-Matlab implementation to use derivative securities pricing
AmericanOptions
- These source code contains all the programs on pricing
nimalinmoodley
- This document covers various aspects the Heston model. The structure and topics covered is as follows: Chapter 1 introduces the model and provides theoretical and graphical motivation for its robustness and hence popularity. It also discusses
bs
- 蒙特卡罗模拟BS定价的matlab程序，希望对大家有帮助。-Monte Carlo simulation of the BS pricing matlab procedures, we hope to be helpful.
All_OptionPricing_Codes
- Matlab Algos for Option Pricing
MonteCarlo
- 使用直接模拟蒙特卡罗法的Matlab编程，里面三个算例，如湖面积、资产路径等的概率求解法～-Vincent Leclercq, The MathWorks, 2007 vincent.leclercq@mathworks.fr Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Car
matlab
- matlab可转债定价程序,可以用来对可转债进行定价-matlab for convertible bond pricing model
option-pricing
- 期权定价中用到的基础资产价格模拟以及相应的期权定价问题-Used in option pricing based on asset prices and the corresponding simulated option pricing problem
preactive-power-pricing-conference-paper
- recative power pricing national conference paper is present inside
reactive-power-pricing-ppt
- reactive power pricing applied to IEEE 14 bus system ppt is present
pricing-dual-channel
- 两层双渠道供应链的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
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)
binomial-pricing-model
- 二叉树定价模型是期权定价模型中最为简单也是最为实用的定价模型，其极限就是Black sholes定价模型的结果。-Binary tree pricing model is the most simple option pricing model is the most practical pricing model, the limit is Black sholes pricing model results.
Option Pricing thru CHF
- Implementation of the option pricing formula based on Lewis (2002). With sample characteristic function of the classical tempered stable (CTS -- aka CGMY) process
option-pricing-codes
- 期权定价的相关matlab代码程序，喜欢的朋友可以下载-Related matlab code program option pricing, like a friend can download to see
American-put-option-pricing
- 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
Matlab-option-pricing
- matlab 二叉树 蒙特卡洛 有限元法 期权定价-Binomial tree model/ Monte Carlo /FDM/ for option pricing in matlab
MC-and-multinominal-option-pricing
- An Example of Markov Chain and multinominal option pricing
Develop-Asset-Pricing-Models
- 使用MATLAB构建资产定价模型（capm和三因子等）,包含数据及m文件-Using MATLAB to Develop Asset-Pricing Models