搜索资源列表
zhaiquan-matlab
- 对金融数据（股票，期货，债券）进行分析拟合，计算各种指标-the financial data (stocks, futures, bonds) for analysis fitting calculated indicators
FINCALC
- 五个最常用的财务金融计算公式 ( FV，PV，PVa，FVa 及 PMT ) 的单元 ( 附源码 )，-five most commonly used formula of Finance (FV PV PVa, FVa and PMT) modules (source)
ISO8583包的BitMap的计算
- ISO8583包的BitMap的计算，拆解金融报文包ISO8583所必备的工具,ISO8583 package BitMap calculation
ccruncher-1.5_src
- 金融算术，计算VAR值，蒙特卡洛算法，等-CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall
MATLAB-Financial-Coding
- <精通MATLAB金融计算>随书光盘源码，对初学者很有用-Proficient in MATLAB financial calculations with CD ,
TestAQRC
- 金融IC卡PBOC2.0 验证ARQC，并根据数据计算ARPC的java模拟程序-calcuate PBOC Online traction s ARQC and ARPC by java
calcuateAQRC
- 金融IC卡PBOC2.0 验证ARQC，并根据数据计算ARPC的java模拟程序-calcuate PBOC Online traction s ARQC and ARPC by java
idylfin-master
- 量化金融库 for Java by Idylwood Technologies. 十分快和准确的java数值计算库-Quantitative Finance Library for Java by Idylwood Technologies.Numerics library which is faster and more accurate than other Java numerical libraries
data_processor.py
- 1. 从yahoo金融数据库提取多只股票的日数据。 2. 计算资产的最大回撤。-1. yahoo finance, get multiple tickers adjust daily close. 2. calculate portfolio maximum drawdown.
CMO-cashflow-analysis
- CMO是一种基于住房抵押债券而衍生出的金融工具，不计违约风险，其风险主要源于利率风险。该代码通过蒙特卡洛模拟，计算CMO产品的最适价格。-CMO is a kind of financial tool derived the collateral mortgage securities.This series of codes will analyze the pricing process by the perspective of interest rate risk.
1assignment.m
- 金融衍生品债券久期计算程序。 新加坡国立大学金融工程金融衍生品定价计算程序-Derivatives bond duration calculation. National University of Singapore' s financial engineering financial derivatives pricing calculation program
bodonglv
- 计算金融领域中的波动率，包括了历史波动率， ARCH求波动率，GARCH求波动率，滑动平均求波动率，并附带了一个评价的程序 。也附上了一份文档-Calculation of volatility in the financial sector, including the historical volatility, ARCH demand volatility, GARCH demand volatility, seeking moving average volatility, and co
simple
- 基础人工股票市场的代码，用于计算金融实验-Based artificial stock market code, used to calculate the financial test
QuantLib-1.8.tar
- 一个金融计算的C++库，网站里的比较旧，这是最新的1.8版-A free/open-source library for quantitative finance
calculate-Var
- 《金融数量分析（第三版）》计算某一给定的资产组合的风险价值VaR，转换价格返回和形象化的历史回报。-Compute Value at Risk for a given portfolio，Convert price series to return series and visualize historical returns
duration-and-convexity
- 《金融数量分析（第三版）》固定收益证券久期与凸度的计算。-" Financial Quantitative Analysis (third edition)" calculating fixed income securities of duration and convexity.
non-linear-equation
- 非线性拟合（指数方程）,在金融工程学，宏观经济学，计算物理学等领域应用广泛.-Nonlinear fitting (exponential equation) is widely used in financial engineering, macroeconomics, computational physics and other fields.
广东金融学院量化投资第二课
- 单均线系统，实现量化投资的第一步，包括数据读取，处理，买卖平仓信号设置，画图 ，结算，以及计算回撤等内容(The single step system is the first step in quantifying investment, including data reading, processing, trading, unwinding, signal setting, drawing, settling, and calculating retracement)
风险价值Var计算
- 金融计算小程序，用于VaR计算等，可以在matlab下运行。(Financial computing applet)