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MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
VCstockprice
- 利用C++模拟股票价格，使用了蒙特卡洛模拟技术-The use of C++ simulation of stock prices, using the Monte Carlo simulation techniques
Brownian-motion
- 蒙特卡洛模拟、布朗运动过程在excel中的实现-The monte carlo simulation, Brownian motion
Density
- 对蒙特卡洛模拟（mcmc）的金融方面的应用。有关dentisity-dentsity of mcmc for finance.
hw4
- 这个程序使用蒙特卡洛模拟计算欧式期权价格和蒙特卡罗和布莱克-斯科尔斯之间的误差进行比较。-This program uses Monte Carlo simulation to calculate the European option prices and compare the error between Monte Carlo and Black-Scholes. 1.use Marsagalia s polar method to generate the standard norm
Option-Pricing
- 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
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.
Monte Carlo CEV
- CEV 蒙特卡洛模拟定价option, 增加了volatility的变化，但是当网格较密时可以忽略(Use Monte Carlo to calculate option)
asian_option
- 美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)