搜索资源列表
H_KL_iid
- Heston金融模型中European Call Option的定价，使用欧拉方法-Prcing European Call option under the Heston Model. Using Euler Scheme.
model
- 基于乘客分类的航空客运座位控制和动态定价综合模型-Classification based on the passenger seat passengers to control and dynamic pricing integrated model
r121ic
- 双指数跳扩散模型的美式二值期权定价Double exponential jump-diffusion model of the American binary option pricin-Double exponential jump-diffusion model of the American binary option pricing
CPPand-derivatives-pricing
- 用C++语言构建对金融衍生品定价模型的基本结构，并用于实现金融模型的数值算法-using C++ to price financial derivatives
CB
- 可转债定价模型，matlab编写，根据中国国情，考虑到修正条款-convertable bond
cbessy
- 可转债论文，研究定价，模型，方法，赎回，回售等-This thesis is devoted to evaluating two-factor convertible bonds. Di® erent zero- coupon bond curves are inputted when evaluating convertible bonds issued by com- panies with di® erent credit ratings. Thus the e®
Trinomial
- 基于三叉树的期权定价模型，包括路径依赖型，向下敲出期权等奇异期权-Trinomial tree option pricing model, including path-dependent, and down to knock out the options and exotic options
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.
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
capm-daima
- CAPM代码，资本资产定价模型在Matlab中的实际应用。-Capital Asset Pricing Model with Missing Data
GoldPrcing
- 黄金定价的回归模型，包含全球GDP，美国GDP，美国通货膨胀指数等-gold pricing model
monte_carlo
- 蒙特卡洛模拟，期权定价分析，收益模型仿真。Monte Carlo simulation for returns-Monte Carlo simulation for returns
Develop-Asset-Pricing-Models
- 使用MATLAB构建资产定价模型（capm和三因子等）,包含数据及m文件-Using MATLAB to Develop Asset-Pricing Models
option-price-model
- 基于MATLAB的期权定价模型和模拟的源代码-option price model
financial-derivatives
- 期货交易工具，金融衍生品的定价以及交易模型的模拟-Futures simulation tools, financial derivatives pricing and transaction model
GMM
- Hestion期权定价模型的波动方程中参数的广义矩估计-Generalized wave equation parameters of Heston option pricing model Moment Estimation
HestonCallQuad
- Heston期权定价模型的蒙托卡罗模拟。调用fun函数即可运行-Generalized wave equation parameters of Heston option pricing model Moment Estimation
游轮定价BP神经网络预测MATLAB程序及结果
- 针对游轮公司预售票定价和开船后升舱方案,建立BP神经网络预测及灰色关联度模型,预测出每次航行各周预订舱位的人数.分析每航次每周预定的平均价格和每航次每周意愿预定人数的关联度,对每周的意愿人数进行合理地赋权,预测出每周预订的平均价格.建立需求定价模型,对售票价格合理定价.游轮起航后,在头等、二等舱位未满的情况下,建立游客升舱模型,使公司获得最大的预期销售收益.(To upgrade scheme cruise company advance ticket pricing and sail, est
BlackScholes
- 期权定价模型与数值方法 BS公式隐含波动率计算(Option pricing model and numerical method Calculation of Implicit Volatility of BS Formula)
众包问题（聚类算法样例）
- 解决多种平台在人口密度分派任务的定价问题，提高任务完成率(Solve the pricing problem of multi-platform assignment tasks in population density and improve task completion rate)