搜索资源列表
AssetPriceEuropeanCallOption
- matlab欧式看涨期权定价，内附有两种代码算法，适合matlab初学者-the matlab European call option pricing
CRR_Asian
- 亚式期权的二叉树及三叉树算法。很容易改编为其他的强路径依赖期权代码。-Asian option binary and ternary tree algorithms. Easily adapted for other strong path-dependent option code.
option
- 本代码主要是给期权定价，里面主要用到的是二叉树定价的方法，分为美式和欧式两种-This code is mainly to option pricing, which is the main method used binary pricing
option-pricing-codes
- 期权定价的相关matlab代码程序，喜欢的朋友可以下载-Related matlab code program option pricing, like a friend can download to see
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.
MATLAB-code
- 包含了14段代码，主要是金融领域。包含了显性有限差分-期权定价、蒙特卡洛定价、风险中性期权定价等-Contains 14 sections of the code, mainly in the financial sector. Contains explicit finite difference- pricing, Monte Carlo pricing, risk-neutral pricing options
American-convertible-bonds
- 美式可转债美式期权欧式可转债的程序代码相当的棒非常有用-American European American options convertible bonds convertible bonds of very useful code is quite good
spread_am
- 美式看涨价差及看跌价差期权的二叉树定价matlab代码-matlab code of american call and put spread option
yensang_v63
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,LZ复杂度反映的是一个时间序列中，基于小波变换的数字水印算法matlab代码。- Monte Carlo simulation method of calculating the American option price and basic descr iption, LZ complexity is reflected in a time sequence, Based on wavelet transform digital waterm
langhang
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,课程设计时编写的matlab程序代码，基于混沌的模拟退火算法。- Monte Carlo simulation method of calculating the American option price and basic descr iption, Course designed to prepare the matlab program code, Chaos-based simulated annealing algorithm.
yaotiu_v58
- 这是第二能量熵的matlab代码，Gabor小波变换与PCA的人脸识别代码，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- This is the second energy entropy matlab code, Gabor wavelet transform and PCA face recognition code, Monte Carlo simulation method of calculating the American option price and basic d
maifiu
- 分形维数计算的毯子算法matlab代码,加入重复控制，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Fractal dimension calculation algorithm matlab code blankets, Join repetitive control, Monte Carlo simulation method of calculating the American option price and basic descr iption.
haihei
- 用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,做视觉测量的上位机代码,包括脚本文件和函数文件形式。- Monte Carlo simulation method of calculating the American option price and basic descr iption, Do Vision Measurement PC code, Including scr ipt files and function files in the form.
luijei
- LZ复杂度反映的是一个时间序列中，这是第二能量熵的matlab代码，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- LZ complexity is reflected in a time sequence, This is the second energy entropy matlab code, Monte Carlo simulation method of calculating the American option price and basic descr iption.
benjiu
- 脉冲响应的相关分析算法并检验，这是第二能量熵的matlab代码，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- Related impulse response analysis algorithm and inspection, This is the second energy entropy matlab code, Monte Carlo simulation method of calculating the American option price and basic de
MC_v1
- 内含蒙特卡洛期权定价法，运用面向对象编程， 代码非常清晰，有注释，希望帮到大家(Contains Monte Carlo option pricing, the use of object-oriented programming, the code is very clear, there are notes, and I hope to help you)
greek
- 希腊字母代码，可用于模拟期权交易中希腊字母的变动(Greek letter code that can be used to simulate the change of the Greek letter in option trading)
金融数量分析——基于MATLAB编程（第4版）@郑志勇
- 本书注重理论与实践相结合,通过实际案例和编程实现让读者理解理论在实践中的应用;同时还充分强 调“案例的实用性、程序的可模仿性”,且在案例程序中附有详细的注释。例如,投资组合管理、KMV模型计 算、期权定价模型与数值方法、风险价值VaR的计算等案例程序,读者可以直接使用或根据需要在源代码基 础上进行修改使用。(This book pays attention to the combination of theory and practice, through practical cases and
蒙卡模拟代码
- 运用蒙特卡洛原理在matlab上实现模拟期权价值(Simulated option value)
蒙特卡洛第二部分代码0318
- 该程序使用蒙特卡洛法，通过不同路径分布来进行期权定价(This program uses MengteKaluo Model to price the options and other financial derivative.)