搜索资源列表
acpricecn
- finite difference method with Crank-Nikolson approach(SOR) for American call option
asianpricer
- Quantitative Finance C++ source code, asian option pricer
超快的搜索算法
- 非常快的字符搜索算法。注：上传时，不知为何当开发语言选为C++BUILDER时，类别不能选择，故我都选为VC&C++，实际都是C++BUILDER -characters very fast search algorithm. Note : uploads, I wonder why, when the C programming language elected BUILDER, the category is not an option, so I have elected to VCC,
hyplas
- ************************************************************************ * * * * * THIS IS THE H Y P L A S 2.0 README FILE * * ----------------- * * * * HYPLAS is a finite element program for implicit small and large * * strain analisys of hyperelast
option.rar
- 优化算法,是FORTRUN语言写。都经过了运行。,this is code of the number caculation in opt
Ap
- Price the American put option via Monte carlo simulation and the LSM
example1
- 建立图形演示系统菜单，包括plot,option,quit,三项。建立数制转换对话框。在左边输入一个十进制整数和2～16之间的数，单击“转换”按钮能在右边得到十进制数所对应的2～16进制字符串，单击“退出”按钮退出对话框-Create a graphical presentation system menu, including the plot, option, quit, three. Build number system conversion dialog box. The left a
Nelder-Mead
- Nelder Mead simplex algorithm for minimizing N-dimension const function Copyright (C) 2008 Colin Caprani - www.colincaprani.com This program is free software: you can redistribute it and/or modify it under the terms of the GNU General P
c-P-P-algorithm-procedures
- 程序开始运行，要求用户首先输入两个大数。 然后进行菜单选择，进行相应的大数运算。 分析说明：由于大数的范围太大，不能直接定义为int或者float等， 所以我们的想法就是定义成字符串类型， 输入的数字一位一位地存入字符数组里面。 然后在运算的时候也是一位一位地运算。 这个过程就得从最基本的数学运算法则做起，不乏多种判断。 涉及到数组和指针的应用。最难的就是判断情 况还有应用数组和指针过程中出现的多种未可预知的错误， 还得通过逐步调试慢慢找出。我们先从加减
planeFrame
- 一个平面框架有限元程序，fortran写得- THIS PROGRAM HAS PLOT OPTIONS BUILT INTO IT THE PROGRAM IS BASED ON THE THEORY PRESENTED IN CHAPTERS 5 AND 6 OF THE TEXT WRITTEN BY D. L. LOGAN. YOU MUST LINK FILE SUBG WITH THIS PROGRAM TO USE THE PLOT OPTION P
pc
- 桌上有一空盘，最多允许存放一个水果。爸爸可向盘中放一个苹果或放一个桔子，儿子专等吃盘中的桔子，女儿专等吃苹果-option system
new_rs_erasures.c
- Program computes the generator polynomial of a RS code. Also performs encoding and decoding of the RS code or a shortened RS code. Compile using one of the following options: In the commands below, using the [-DNO_PRINT] option will ensure
MATLAB-project
- 信号卷积运算的GUI设计 1、可任意输入两个信号源；卷积函数自己编写，不可用工具箱函数。 2、设计的GUI可计算 ， ， ，并以下拉列表选项的方式进行选择和计算结果的演示。 3、计算 ，要求参数a,b可调（即以文本框形式输入），并显示。 -Signal convolution, GUI design, can be arbitrary input two source convolution function to write your own, can not use the
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
Blackscholes
- 给期权定价的著名的有用的很好的基于布朗运动的BS期权定价公式-To the famous option pricing useful good BS option pricing formula based on the Brownian motion
optionchoose
- 在开发子函数时，matlab存在正则方法和非正则方法，正则方法非常适合一个子函数功能的不断扩展与完善，此函数为辅助函数，增加子函数的可读性 例如一个函数drawfun(x,y,z,5,6),5表示用第5种方法插值,6表示markersize为6，它显然没有drawfun(x,y,z, kriging , markersize ,6)好看懂与理解。 kriging 如何就是5可以用optionchoose(varargin{4},{ linear , spline , inverse , re
matriz.txt
- matrix 3x3 Hello all Taringueros, for those who need to multiply, add or subtract matrices with C + + I bring this code, I just need to change the credits, that is, take my name and put yours. This code while not completely mine, if the changes are.
matriziuytrfghjuytresdfgytrdfghytfghj.txt
- matriz 3x3 Hello all Taringueros, for those who need to multiply, add or subtract matrices with C + + I bring this code, I just need to change the credits, that is, take my name and put yours. This code while not completely mine, if the changes are.
AmericanOptionBinomial
- American Option Pricing using Binomial Tree C++ code
henjang_v21
- 能量熵的计算，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,有循环检测，周期性检测。- Energy entropy calculation, Monte Carlo simulation method of calculating the American option price and basic descr iption, There are cycle detection, periodic testing.