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MATLAB
- MATLAB金融工具箱,包括固定收益证券、经济经济学、金融工具、金融衍生品工具箱-MATLAB Financial Toolbox, including fixed income securities, economic economics, financial instruments, financial derivatives Toolbox
CMO-cashflow-analysis
- CMO是一种基于住房抵押债券而衍生出的金融工具,不计违约风险,其风险主要源于利率风险。该代码通过蒙特卡洛模拟,计算CMO产品的最适价格。-CMO is a kind of financial tool derived the collateral mortgage securities.This series of codes will analyze the pricing process by the perspective of interest rate risk.
financial-derivatives
- 期货交易工具,金融衍生品的定价以及交易模型的模拟-Futures simulation tools, financial derivatives pricing and transaction model