搜索资源列表
quantcode_codes
- european_swaption_lmm.txt very nice implementation of complicated LMM. Informative for QF applications
LMM_MonteCarlo
- MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
lmm
- 通用的LM算法，全局收敛的Levenberg-Marquardt-common used Levenberg-Marquardt
LIBOR-Market-Model-LMM
- LIBOR Market Model that is working on pricing of option and swap
lmm
- 全局收敛的L-M方法，此方法可以求解非线性方程组-Global convergence of LM method that can solve nonlinear equations
lmm
- 拉格朗日最小二乘法，用于求解非线性最小二乘问题，需自己输入目标函数-Lagrangian least squares method for solving nonlinear least squares problems, the need to enter their own objective function