搜索资源列表
complete
- 有限差法计算期权价格，美式期权，说明包含在文件里，-finite difference method options prices, the American option, the statement contained in the document,
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.
TrinomialAmerican
- 三叉树方法计算美式期权定价，更加精确而且计算速度增加。有关说明在文件中。-tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.
deltacal
- 计算option的delta值，以作对冲交易使用
OptionPricing.rar
- 蒙特卡罗期权定价 布朗桥方法 分层样本方法,Option pricing by Brownnian Motion and Stratification
brownianbridge
- An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to
GESTIONCOMMERCIALE
- Management of customer, inventory and billing! Ok, it s not finished yet because I seriously need help in managing the stock and an option of adding items in the table of the invoice.
binomial-option-pricing-matlab
- 期权价格二叉树定价，包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
BankAcc
- Descr iption: This code is a database which holds records for bank account records. It is not a simulation of what you would see at an ATM machine but it would be a simulation of a bank administrator. You have the capability of entering records such
RSI-EA
- 开发环境是MQ4，上面没选项 MT4自动交易系统，基本RSI-Development environment MQ4, with no option MT4 automated trading systems, basic RSI
monte
- 期权定价 monte carlo方法 使用bs公式-Monte carlo option pricing method using bs formula
fft_call.m
- matlab source of FFT-based option pricing (Carr and Madan1999)-matlab source of FFT-based option pricing
BlackScholes
- 布莱克斯科尔斯模型，应用于金融工程领域。-Black Scholes Model, to price the European Call Option and plot the graph. The model is highly used in quantitative field.
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
frft_call.m
- matlab source of FRFT-based call option pricing-FRFT-based call option pricing
Option-Pricing-Full-Edition
- 期权定价公式模版，史上最为详细完整，全部用VBA程序编写完成，VBA计算衍生品价格必备-Option pricing
Trinomial_Call
- 欧式看涨期权三叉树模型的实现，以及障碍期权的运用(The implementation of the trinomial model to the European call option The implementation of a barrier to the European call and out option)
option
- 给出了用python编写的两个期权策略，请多多指教(Two option strategies are given in the package, you can view them and give opinions.)
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)
BO Dominator
- Best Forex Signal For Winning 100% Indicator IQ OPTION