文件名称:Option-Pricing
-
所属分类：
- 标签属性：
- 上传时间：2014-06-16
-
文件大小：6kb
-
已下载：2次
-
提 供 者：
-
相关连接：无下载说明：别用迅雷下载，失败请重下，重下不扣分！
介绍说明－－下载内容来自于网络，使用问题请自行百度
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
(系统自动生成,下载前可以参看下载内容)
下载文件列表
Greek/mainfile.m
Greek/optionprice.m
Greek/path.m
Hedging Strategies/StopLossingHedge.m
Lattice Option Pricing/LatticeAmericanCall.m
Lattice Option Pricing/LatticeAmericanPut.m
Lattice Option Pricing/LatticePricing.m
Lattice Option Pricing/Pay Latter Option/
Lattice Option Pricing/Pay Latter Option/Main.m
Lattice Option Pricing/Pay Latter Option/PayLaterPrincing.m
MonteCarlo Simulation/MonteCarloEuropeanOption.m
Greek/optionprice.m
Greek/path.m
Hedging Strategies/StopLossingHedge.m
Lattice Option Pricing/LatticeAmericanCall.m
Lattice Option Pricing/LatticeAmericanPut.m
Lattice Option Pricing/LatticePricing.m
Lattice Option Pricing/Pay Latter Option/
Lattice Option Pricing/Pay Latter Option/Main.m
Lattice Option Pricing/Pay Latter Option/PayLaterPrincing.m
MonteCarlo Simulation/MonteCarloEuropeanOption.m
本网站为编程资源及源代码搜集、介绍的搜索网站，版权归原作者所有！ 粤ICP备11031372号
1999-2046 搜珍网 All Rights Reserved.