搜索资源列表
MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
TrinomialAmerican
- 三叉树方法计算美式期权定价，更加精确而且计算速度增加。有关说明在文件中。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
replicationofbarriers
- 用matlab实现障碍期权的复制，并以此给障碍期权定价
OptionPricing.rar
- 蒙特卡罗期权定价 布朗桥方法 分层样本方法,Option pricing by Brownnian Motion and Stratification
binomial-option-pricing-matlab
- 期权价格二叉树定价，包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
monte
- 期权定价 monte carlo方法 使用bs公式-Monte carlo option pricing method using bs formula
frft.m
- FRFT的程序 与FFT相比有自由度的优势 在金融期权定价中可以应用-Fractional Fast Fourier Transform(FRFT)
4444
- 南加州大学期权定价模型课程MATLAB模型范例-Option Pricing from University of Southern California
HestonCalibration
- 波动率预测模型；期权定价；未来期权波动率预测-local volatility model (hestion calibration)
BSmodel
- 金融理论中最常用的期权定价模型即为BS模型。本代码可以输入BS模型所需参数，得到看涨和看跌期权的理论价格。-The most commonly used financial theory is BS option pricing model model. This code can be entered BS model parameters required to obtain a call and put option price theory.
Option-Pricing
- 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
MATLAB-code
- 包含了14段代码，主要是金融领域。包含了显性有限差分-期权定价、蒙特卡洛定价、风险中性期权定价等-Contains 14 sections of the code, mainly in the financial sector. Contains explicit finite difference- pricing, Monte Carlo pricing, risk-neutral pricing options
HestonCalibration
- heston期权定价模型，参数calibration程序-heston model parameter calibration program
Option-Pricing-Full-Edition
- 期权定价公式模版，史上最为详细完整，全部用VBA程序编写完成，VBA计算衍生品价格必备-Option pricing
binary-tree
- 金融工程中,二叉树模型用于期权定价，用matlab程序实现，来进行套利-Two fork tree model for Option pricing
BiTree
- 这是一个期权隐含波动率计算程序，二叉树模型(This is an option implied volatility calculation program, Binary Tree model)
European option
- 给出了欧式期权定价的matlab程序，简单易懂，利于初学者使用(European option pricing)
asian_option
- 美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)
蒙特卡洛第二部分代码0318
- 该程序使用蒙特卡洛法，通过不同路径分布来进行期权定价(This program uses MengteKaluo Model to price the options and other financial derivative.)
编程
- 期权定价 多部二叉树模型 BS模型 蒙特卡罗模拟(Option pricing Multipartite binary tree model BS model Monte Carlo simulation)