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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
Crank-Nicolson
- 这是用matlab编辑的求解偏微分方程的一种方法隐式求解抛物型偏微分方程-This is edited using matlab a method of solving partial differential equations implicit solution of parabolic partial differential equations
brownianbridge
- An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to
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
binomialOptions
- This sample shows an implementation of the Black-Scholes model in CUDA for European options.
bsf
- evaluates the Black-Scholes formula for a European ca-evaluates the Black-Scholes formula for a European call
bsf_test
- demonstrates the Black-Scholes formula.
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
black-scholes-option-price
- black scholes option price to calculate the call option
XLL_Project
- Black Scholes Model in CSHARP
XLL_Project
- Black Scholes Model using C# and Excel
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
FINANCIAL-NUMERICAL-RECIPES-IN-CPP
- SUPPORTING CODES FOR Financial Numerical Recipes in C++ BY BERNT ODEGARD
Option-Sensitivity-Measures
- 此程序是关于经济学中布莱克斯科尔斯模型 的matlab实现-This procedure creates a three-dimensional plot showing how gamma changes relative to price for a Black-Scholes option. Recall that gamma is the second derivative of the option price relative to the underlying securit
BSJUMP
- Black-Scholes 模型的跳跃过程需要matlab有统计工具包-Black-Scholes model with merton jumps, the code need to be ran based on Statistic toolbox
cllib
- CLLIB is a varied collection of Common lisp tools and routines in CLOCC. -CLLIB is a varied collection of Common lisp tools and routines in CLOCC. Includes: ■ "guess the animal" game simple neural net (AI) ■ autoload function and snarfi
BlackScholes
- 布莱克斯科尔斯模型，应用于金融工程领域。-Black Scholes Model, to price the European Call Option and plot the graph. The model is highly used in quantitative field.
myUtility
- A small collection of utility functions, including Black-scholes, 3D linear interpolator, yearFraction, etc.
ImplicitExplicit
- Implicit and Explicit approach to solve black scholes pde-numerical option pricing tool
Black-Scholes
- 使用Black-Scholes 反求隐含波动率(Black-Scholes , implied volitility)