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up_in_call
- The pricing model for the Binomial tree model, for the up and in barrier call option
fugit_binomialtree
- 计算Fugit的二叉树期权方法 use Fugit binomial tree to calculate option value-Fugit calculation method of binary tree options use Fugit binomial tree to calculate option value
binplot_matlab
- BINPLOT:plots a binomial tree matrix. The matrix must be square,Author: Ashesh Pansuria-BINPLOT:plots a binomial tree matrix. The matrix must be square,Author: Ashesh Pansuria
Treeeuropean
- This a very useful c++ code for the binomial tree method, using to prcing the european price-This is a very useful c++ code for the binomial tree method, using to prcing the european price
Binomial-Trees
- 计算欧式期权,美式期权,百慕大期权价格的二叉树VBA程序-Binomial Tree for EurpeanAmerican CallPut Option
binary-tree
- 实现了二叉树递归先中后、以及非递归先中后序的遍历,运用模板是实现,可以很方便在以后使用-To realize the binomial tree recursion in first after the first, and recursion sequence of the traverse, after using the template is achieved, it is convenient to use in the future
binary
- 二叉树方法计算信用风险溢价 参数说明: V:公司资产市场价值初值 r:市场无风险利率 sigma:企业资产市场价值波动率 T:期限 num:二叉树层数 dp:违约点,即债权价值 输出结果: M:公司的风险溢价 -The binomial tree method to calculate the credit risk premium Parameters: V: t
bbinnomoaltrri
- 二叉树方法计算欧式期权价价格,篮子期权,由2项资产 -Binomial tree method to calculate the price of European option prices, basket options, two assets
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
binomial-pricing-model
- 二叉树定价模型是期权定价模型中最为简单也是最为实用的定价模型,其极限就是Black sholes定价模型的结果。-Binary tree pricing model is the most simple option pricing model is the most practical pricing model, the limit is Black sholes pricing model results.
Binomial_Tree
- Using wxpython to interface thecalculation of binomial tree of an american or European call/put options with different user-specified parameters
HEAP
- Implement binomial min heap and leftest tr-Implement binomial min heap and leftest tree
btree
- binomial tree to compute option price
AmericanOptionBinomial
- American Option Pricing using Binomial Tree C++ code
Matlab-option-pricing
- matlab 二叉树 蒙特卡洛 有限元法 期权定价-Binomial tree model/ Monte Carlo /FDM/ for option pricing in matlab