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Gordon-paper-program 金融经济学中最常用经济算法模型的粒子滤波程序
- Gordon, Salmond, and Smith 于1993年的论文中一个关于金融经济学中最常用经济算法模型的粒子滤波程序。-Gordon, Salmond, and Smith in a 1993 paper on financial economics, the most commonly used economic models of particle filter algorithm program
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.
Greece-value
- 希腊值的求解,用于评估定价模型的优劣,几种常用希腊值的求法-Greece value solution