搜索资源列表
Testing-Individual-ACF
- 检验金融时间序列的单个自相关函数（individual ACF）。计算每一阶的t-ratio值。-Testing Individual ACF
boxcox
- 在matlab环境下编写的boxcox金融计算方法。-Matlab environment in the preparation of the financial boxcox calculation.
Financial_Time_series_analysis
- 精通matlab金融计算 Financial_Time_series_analysis in Matlab-Financial_Time_series_analysis in Matlab
proficientmatlabfinancialcalculations
- 此资料为《精通matlab金融计算》一书中的光盘程序程序-This information is " proficient matlab financial calculations," a book of the CD-ROM program program
cumsum_payoff
- 采用对偶变量法模拟出两条路径，计算每个节点的损益 可以对各类复杂金融衍生品定价-With dual variable method to simulate the two paths, calculate the profit or loss for each node can be all kinds of complex financial derivatives pricing
probability-distributions
- 风险过程概率分布数值算法，金融预测，计算数值的比较 -probability distributions
SFEBinomp
- 该程序专门用于计算，金融证券估值计算股票期权的二项树过程。-The code can be used to plot generated binomial processes of stocks and options.
VaRest
- 通过构建对角平滑和指数平滑的方法，进行金融风险值得计算。-By building on the corner smoothing and exponential smoothing method, the calculation of financial risk worth.
SFEwienerdens
- 通过使用插值计算的方式，计算金融波动过程的维纳现象。-Calculated by using the interpolation method to calculate the Wiener process, the phenomenon of financial volatility.
SFEtrinomp
- 该程序，可以用于计算金融证券期权产品的三项树定价估值过程。-This matlab code can be used to caculate the options price by estimate the trinomial processes.
matlab_source_file
- 时间序列ARMA模型分析主要运用于金融时间序列的分析及计算科学方面。-Time series analysis using MATLAB software and data processing,it is used in financial analysis and computing area,it is very useful for financial engeneer.
7777777
- 精通MATLAB金融计算》 随书光盘程序 -Proficient in MATLAB financial computing" CD with the book program
financial-toolbox
- matlab金融工具箱中文说明 可用于定价，计算-matlab financial toolbox
MatlabFinancial-E-toolbox
- 牛津大学金融工程Matlab综合计算工具包（包括garch）-Financial engineering Matlab toolbox from Oxford university
fengxianjiazhi.zip
- matlab在金融工程中关羽风险价值和条件风险价值的估计计算教程和实例,matlab Guan Yu risk value and condition risk value estimated in financial engineering tutorials and examples
matlab-code-scientific-computing_3
- matlab 可视化 微分方程 物理 算法 超越方程 科学计算 数学变换 最值问题 图像增强 图形界面 线性方程 元胞自动机 晶体生长 金融-physical algorithm matlab visualization in scientific computing differential equations of mathematical transformations beyond the most value problem of linear equations graphical
Ch02
- matlab 可视化 微分方程 物理 算法 超越方程 科学计算 数学变换 最值问题 图像增强 图形界面 线性方程 元胞自动机 晶体生长 金融-physical algorithm matlab visualization in scientific computing differential equations of mathematical transformations beyond the most value problem of linear equations graphical
MFEToolbox
- 经济金融时间序列相关计算的matlab代码-MFE Tools 1.6
3 移动平均hurst指数计算程序.fld
- 计算移动平均hurt指数，用MATLAB的程序代码，适合初学者(Moving average hurt index)
SIM算法
- matlab SIM算法是由一位外国学者写在教科书里，用于金融计算的代码