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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
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.
eur_call_dw
- 用对偶法（underlying_dw），给定2M条样本轨道，给出一个欧式看涨期权的价格-With the dual method, sample path of a given article 2M, given the price of a European call option
mantocarlosimulation
- 期权定价模型的说明，欧式期权定价实例讲解与评价-Option pricing model descr iption of examples of European option pricing and evaluation on
European_Option_Pricing_Mente_Carlo_Simulation
- 根据BS公式，通过Mente Carlo模拟对欧式期权进行定价的源码。即使不是做期权定价的，该源码也是一个非常好的理解如何做Mente Carlo模拟的实例。-Based on the Black-Scholes formula, codes for pricing the European options through the Mente Carlo simulation. It is a very good example for your understanding of how to
opinion
- 三叉树欧式期权看涨,计算欧式期权价格很方便,还有B-S和二叉树-EuCallTrinomial
MonteCarloEuropeanCallOptions
- 用蒙特卡罗法计算欧式期权中的Call Options-MonteCarlo Method for European Call Options
Equitypremiumandfuzzyintheapplicationofoptionprici
- 本文考虑了期权定价方面的三个问题：期权的保险精算定价方法；分数布朗运动与Poisson跳的股票价格模型的保险精算定价；基于模糊信息处理的期权定价。 首先，利用保险精算方法给出了汇率连动期权的定价公式，获得了欧式看涨期权和看跌期定价公式及平价公式。 其次，利用公平保费原则和价格过程的实际概率测度推广了Mogens bladt 和Hina Hviid Rydberg 关于欧式期权定价的结果。假定股票价格过程遵循分数布朗运动和带非时齐Poisson 跳跃的扩散过程,并且股票预期收益率、无风险利率均为时
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
basket
- 亚式期权和欧式期权的一篮子组合以及策略测试-Asian options and European options on a basket of portfolio and strategy testing
Black-Scholes
- 由脚本输入相关值可以计算一个欧式期权； 通过匿名函数计算，其中一些call其它函数，如CDF和PDF。-This scr ipt is used for implement the Black-Scholes pricing model By the scr ipt ten related values of a European option can be calculated Anonymous functions are used in this scr ipt, and
bbinnomoaltrri
- 二叉树方法计算欧式期权价价格，篮子期权，由2项资产 -Binomial tree method to calculate the price of European option prices, basket options, two assets
MCGARCH
- 蒙特卡洛欧式期权价格动态计算(GARCH)-European call option pricing( GARCH dynamic) under monte carlo
apt
- 期权定价 欧式期权带红利的离散跳过程的欧式期权定价-option pricing
Jump_main
- 本程序为跳扩散过程下欧式期权的定价模型，方便大家做出期权走势图-The procedures for the jump diffusion process European option pricing model, we facilitate to make a chart options
新建文件夹
- 研究b-s欧式期权希腊值特性，比较全，自己运行看图(run and see how greeks change)
Desktop
- 欧式期权定价数据绘图，数据也在压缩包里面(pricing of European options and data used)
期权定价
- 美式、欧式、亚式期权定价，认购期权和认沽期权(American, European, Asian option pricing)
matlab 最小二乘蒙特卡罗（LMS）美式期权定价
- 用蒙特卡洛模拟实现美式期权定价，包括资产路径生成和美式期权欧式期权定价的源代码，附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with reference.)