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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.
martingale-1.0.tar
- 金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料-pricing financial assets, random process simulation MONTE CARLO JAVA procedures and documentation
LMM_MonteCarlo
- MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
VCstockprice
- 利用C++模拟股票价格，使用了蒙特卡洛模拟技术-The use of C++ simulation of stock prices, using the Monte Carlo simulation techniques
ccruncher-1.5_src
- 金融算术，计算VAR值，蒙特卡洛算法，等-CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall
Brownian-motion
- 蒙特卡洛模拟、布朗运动过程在excel中的实现-The monte carlo simulation, Brownian motion
monte
- 期权定价 monte carlo方法 使用bs公式-Monte carlo option pricing method using bs formula
Dqq
- 金融工具定价中蒙特卡罗方法应用分析,金融工具定价中蒙特卡罗方法应用分析.-Pricing financial instruments in the Monte Carlo method applied analysis, pricing financial instruments Monte Carlo method application analysis.
MonteCalo_optionPrice1
- 利用蒙特-卡洛方法，计算可转换公司债券的期权价值-Monte Carlo method for calculating the value of bonds
MONTE-CARLO
- excel,VBA代码，模仿的是蒙特卡洛实验-Monte Carlo
hw4
- 这个程序使用蒙特卡洛模拟计算欧式期权价格和蒙特卡罗和布莱克-斯科尔斯之间的误差进行比较。-This program uses Monte Carlo simulation to calculate the European option prices and compare the error between Monte Carlo and Black-Scholes. 1.use Marsagalia s polar method to generate the standard norm
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
Monte Carlo CEV
- CEV 蒙特卡洛模拟定价option, 增加了volatility的变化，但是当网格较密时可以忽略(Use Monte Carlo to calculate option)
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)