搜索资源列表
BlackScholesMethod
- BS公式定价期权,该公式是在BS模型下得到的，通过假设股票服从几何布朗运动来定价-option pricing by BS formula
4444
- 南加州大学期权定价模型课程MATLAB模型范例-Option Pricing from University of Southern California
HestonCalibration
- 波动率预测模型；期权定价；未来期权波动率预测-local volatility model (hestion calibration)
BSmodel
- 金融理论中最常用的期权定价模型即为BS模型。本代码可以输入BS模型所需参数，得到看涨和看跌期权的理论价格。-The most commonly used financial theory is BS option pricing model model. This code can be entered BS model parameters required to obtain a call and put option price theory.
HestonCalibration
- heston期权定价模型，参数calibration程序-heston model parameter calibration program
euroption
- 看涨期权二叉树模型定价，能生成树结果和期权价格-Binary call option pricing model, spanning tree results and the option price
binary-tree
- 金融工程中,二叉树模型用于期权定价，用matlab程序实现，来进行套利-Two fork tree model for Option pricing
BS-MonteCarlo
- B_S模型，用于期权期货模型定价，应用过去的数据实现对未来价格的与预测-B-S model for the futures pricing of option
Equity-Linked-structural-analysis
- 股票挂钩结构分析，根据B-S模型计算买入期权、卖出期权的价格。计算保本票据的定价与收益。测算SharkOption收益率。-Equity Linked structural analysis, calculated according to the BS model call option, put option prices. Calculation of the insurance pricing and revenue bills. SharkOption estimated yield.
BiTree
- 这是一个期权隐含波动率计算程序，二叉树模型(This is an option implied volatility calculation program, Binary Tree model)
编程
- 期权定价 多部二叉树模型 BS模型 蒙特卡罗模拟(Option pricing Multipartite binary tree model BS model Monte Carlo simulation)