搜索资源列表
Binomial-Trees
- 计算欧式期权，美式期权，百慕大期权价格的二叉树VBA程序-Binomial Tree for EurpeanAmerican CallPut Option
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-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
Newly_Am_put
- 用于计算新发行的美式期权的价格，采用的是二叉树方法-To calculate newly-issued American option using CRR BTM method
NotNewly_Am_put
- 用于计算非新发行的美式期权的定价，采用二叉树方法-To calculate the not newly-issued American option price using CRR BTM method
LatticeAmePut
- 美式看跌期权二叉树算法的matlab程序实现方式m文件-American put option binary tree algorithm
LATTICE-EUR-AMR--CALL
- 基于二叉树定价原理的对于美式看涨期权和欧式看涨与看跌期权的模拟-Analog for the American call option and the European call and put options based on binary tree pricing
AmericanBAW
- 美式期权定价模型 利用二叉树对美式期权进行定价-American option pricing model
option
- 本代码主要是给期权定价，里面主要用到的是二叉树定价的方法，分为美式和欧式两种-This code is mainly to option pricing, which is the main method used binary pricing
BTM
- 二叉树算法在美式期权定价中的应用,已通过自己电脑测试-Binary Tree Algorithm in American option pricing has been tested through their own computers
European_lattice_put
- 美式看跌期权和欧式看跌期权二叉树路径模拟，绝对正确-American and European put option put option binary path simulation, absolutely right
spread_am
- 美式看涨价差及看跌价差期权的二叉树定价matlab代码-matlab code of american call and put spread option
期权定价
- 欧式和美式期权的二叉树定价和蒙特卡罗定价的源代码
BinomialTree_AmericanPricing(2)
- 美式二叉树的计算公式，方便快捷，参数可自由设置(Formula of American two fork tree)
amrican options asican options
- 计算美式期权价格 采用二叉树算法 matlab语言编写(amrican options pricing)
binarytree
- 利用二叉树计算欧式期权和美式期权，输出期权价格和bs公式的差距，画出分割期数与其误差的关系图，并计算其敏感性(The binarytree is used to calculate the gap between the European option and American option, the price of the output option and the BS formula, and the relationship between the number of the segm
American Options
- 用多种方法求解美式期权定价问题，其中包括二叉树方法，有限差分法，最小二乘蒙特卡洛模拟法（LSM法），并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulation method (LSM method). These
欧式美式期权定价
- R语言 欧式美式二叉树期权定价 可自行设置到期时间和段数