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Crank-Nicolson Scheme for pricing Ameircan put options
- This is the Matlab code of pricing American put options by using Crank-Nicolson scheme.
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
MonteCarlo
- hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB". - The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
VGFiniteDiff
- American Option Pricing in Variance Gamma using Finite Difference
All_OptionPricing_Codes
- Matlab Algos for Option Pricing
multi-agentPricing
- this code implements multi agent pricing between two Q-Learner agents
Research-on-differential-pricing-in-CRM
- CRM中差别定价问题研究Research on differential pricing in CRM-Research on differential pricing in CRM
option-pricing
- 期权定价中用到的基础资产价格模拟以及相应的期权定价问题-Used in option pricing based on asset prices and the corresponding simulated option pricing problem
Paris-Metro-Pricing
- 巴黎地铁系统在网络上的应用: 随着互连网的发展，单一的计费方式既不利于网络服务商的利益最大化，也不能满足一些网络的高级应用的需要。 把网络进行划分，各个分区相同或不同的服务能力，但是它们有不相的价格。因此相对价格较高的服务分区由于选择的人比较少而负载轻，因而有较少的时延。由于不同服务有不同的QoS要求，如网络视频，电话需要较高的带宽要求，所以必需选用价格较高的网络分区才能满足需要，而像下载，网页浏览对QoS的要求相对较低，因此可以选用价格较低的网络分区。其主要原理把是把网络时延作为网络一
preactive-power-pricing-conference-paper
- recative power pricing national conference paper is present inside
reactive-power-pricing-ppt
- reactive power pricing applied to IEEE 14 bus system ppt is present
pricing-dual-channel
- 两层双渠道供应链的定价问题数学建模研究及算例分析-Dual-channel e-commerce environment, pricing research and examples of mathematical modeling analysis
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)
Financial-derivatives-pricing-models
- 金融衍生品定价模型 数理金融引论 孙健 金融衍生品定价模型 数理金融引论 孙健-Financial derivatives pricing models
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
binomial-pricing-model
- 二叉树定价模型是期权定价模型中最为简单也是最为实用的定价模型，其极限就是Black sholes定价模型的结果。-Binary tree pricing model is the most simple option pricing model is the most practical pricing model, the limit is Black sholes pricing model results.
Option Pricing thru CHF
- Implementation of the option pricing formula based on Lewis (2002). With sample characteristic function of the classical tempered stable (CTS -- aka CGMY) process
Option-pricing
- 关于期权定价的matlab实例运用，还有有关的excel表格-About option pricing instance using matlab and excel spreadsheets
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.