搜索资源列表
complete
- 有限差法计算期权价格,美式期权,说明包含在文件里,-finite difference method options prices, the American option, the statement contained in the document,
binomoaltree2d
- 二叉树方法计算欧式期权价格,篮子期权,由2项资产-binary tree method Continental options prices, basket options, from the two assets
BlackScholesEuro
- 基本基础的欧式期权价格计算程序,使用最基本的布莱克斯科尔斯公式-basic European options prices, the use of the basic Black Scholes formula
14160_12395930618QVQ
- 基于C++Builder 6的医药类单据打印系统,主要是Access + FastReport + VCLSkin的一些综合应用,重点功能是FastReport中实现人民币中文大写、空行补齐,页面小计(SubTotal)等…… 本打印程序开发过程中使用了FastRepot和VCLSkin组件,源程序在编译时需要在工程(Project)的选项(Options)中更改一下Include和Lib的路径,指向你的FastReport的安装目录。否则会提示找不到头文件等编译错误。 -Ba
OutBarrierExact
- Finds prices for out barrier options
optionpricegui
- This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, Butterfly-This GUI accepts the various constants needed to run a Black-Scho
Tree
- 利用tree method定价期权,其中包括使用binomial tree和trinomial tr-C++ codes to price barrier options using tree methods
SAS-sql
- SAS SQL的应用案例源代码。结构化查询语言SQL过程也是SAS一个内嵌组成模块。 SQL过程为Base SAS软件的一部分,可以使用它与任何SAS数据集(表)。通常情况下,PROC SQL可以替代其他SAS程序或数据的步骤。您可以在SQL过程中使用SAS语言元素,如全局报表、数据集选项、函数、输入和输出格式,如同在其它SAS过程步那样。-SOURCE CODE FOR SAS SQL PROCEDURE. The SQL procedure is SAS implementation of
DecisionTree
- 清楚显示出项目所有可供选择的行动方案,行动方案之间的关系,行动方案的后果,后果发生的概率,以及每种方案的损益期望值;使纷繁复杂的决策问题变得简单、明了,并且有理有据;用数据说话,形成科学的决策,避免单纯凭经验、凭想象而导致的决策上的失误。-Clearly shows all options for the project action plan, the relationship between the action program, the consequences of action pro
price
- Columbia University C++ 编程课,基于options定价和计算收益-Course homework sample solution for Columbia University, based on options or stocks pricing and calculating return.
hw6
- 原理:通过牛顿割线计算隐含分布率。 应用:计算facebook在欧洲的看涨期权和看跌期权。- C++ program to calculate the implied volatility using Newton-Ralphson (secant) * method for European Call and put Options for face book.
IBDataCrawler
- 可以通过盈透证券IB网关抓取美股的证券,期权,期货数据。-US stocks can crawl securities, options, futures IB Interactive Brokers data through the gateway.
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
asian
- 运用二叉树对欧式看涨亚式期权的定价,详细说明-Use binary European call for Asian options pricing
week4matlabcode
- Develop (and explain in details) a MATLAB or EXCEL VBA code for the LSM method. Manage to develop a generic function that computes the value of American put options using the suggested method. Determine the function input/output at your own pre
American-convertible-bonds
- 美式可转债美式期权欧式可转债的程序代码相当的棒非常有用-American European American options convertible bonds convertible bonds of very useful code is quite good
PCP-test-in-Chinese-maret
- 根据收集的上证50ETF期权数据,判断金融学中期权平价公式在中国市场上适用程度,返回采用期权平价公式套利的收益序列。-According to Shanghai 50ETF options for data collection to determine the call parity formula finance applicability in the Chinese market, return to the return series using call parity formula
BOSS_Indicator
- THIS AN INDICATOR USED FOR BINARY OPTIONS TRADING-THIS IS AN INDICATOR USED FOR BINARY OPTIONS TRADING
SNIPER JR'
- indicator binary options sniper jr
DonForex PerfectZones destravado
- very indicator for utilizity in binary options. need metatrader