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.
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
ConvertaleBond
- 美国西北大学MBA课程有关可转换金融产品定价的程序和文档资料-Northwestern University MBA courses Convertible financial products pricing procedures and documentation
riskquantify-0.7.6
- 风险财务控制库 Risk Quantify is an open source financial library, with a focus on managing the risk of financial instruments. The aim of this project is to provide people working in the financial industry with a good base to use in building their ow
eclipsetrader-0.30.0.src
- EclipseTrader is a stock exchange analysis system, featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, automated trading systems, integrated trading.
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
LMM_MonteCarlo
- MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
QuantLib-1.0
- 一款高质量的C++金融类库，包含定价，交易，风险管理等，-A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
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
webinar111606
- contains MATLAB scr ipts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models." The slides from the webinar are also included. The scr ipts examine the Fama & French model for a number of companies with recent IPOs to
StockMarketBank
- 银行股票市场报价stock market pricing for bank client.-stock market pricing for bank client.
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
DerivaGem
- derivatives pricing system
monte
- 期权定价 monte carlo方法 使用bs公式-Monte carlo option pricing method using bs formula
fft_call.m
- matlab source of FFT-based option pricing (Carr and Madan1999)-matlab source of FFT-based option pricing
pricing-code
- 各式期权的定价方法，使用MATLAB地软件进行编写。-European option pricing methods binary tree, written with MATLAB.
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
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
option-pricing-(binomial-)
- optin pricing with Binomial , Trinomial , Black and scholes , flexible binomial , LR binomial