搜索资源列表
binomoaltree2d
- 二叉树方法计算欧式期权价格，篮子期权，由2项资产-binary tree method Continental options prices, basket options, from the two assets
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.
Waveslim
- Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000) Gencay, Selcuk and Whitcher (2001) the dual-tree complex wavelet tran
Tree
- 利用tree method定价期权，其中包括使用binomial tree和trinomial tr-C++ codes to price barrier options using tree methods
pricing-code
- 各式期权的定价方法，使用MATLAB地软件进行编写。-European option pricing methods binary tree, written with MATLAB.
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
BinomialTree_AmericanPricing(2)
- 美式二叉树的计算公式，方便快捷，参数可自由设置(Formula of American two fork tree)
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)
matlab code
- 用来实现BS公式的二叉树求解方法，有过程有解释有图(The two forked tree solution for the implementation of the BS formula has the process of explaining the graph)
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)