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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
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
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)
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)