资源列表
[金融证券系统] iso8583
说明:ISO8583协议的解包和打包程序,具有一定的参考价值-ISO8583 protocol solutions kits and packing procedures, with the reference value must<HenryHuang> 在 2025-06-25 上传 | 大小:8kb | 下载:0
[金融证券系统] POS_8583DOC
说明:中国银联直联POS开发规范,定义了界面要求和卡业务操作流程,及对各部分POS业务所对应8583报文做了详细的说明-China UnionPay POS Direct the development of norms, the definition of the interface card requirements and operational flow, and for each of the POS business message corresponding to 8583 to do<HenryHuang> 在 2025-06-25 上传 | 大小:1.56mb | 下载:0
[金融证券系统] PosPrinter
说明:一个不错的支票打印程序.有修改者记得要上传哦!-A good check-printing process.<啊毛> 在 2025-06-25 上传 | 大小:1.75mb | 下载:0
[金融证券系统] brownianbridge
说明:An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to<rajesh> 在 2025-06-25 上传 | 大小:1kb | 下载:0
[金融证券系统] beta_estimation
说明:Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter<rajesh> 在 2025-06-25 上传 | 大小:1kb | 下载:1
[金融证券系统] LMM_MonteCarlo
说明:MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) fr a mework.<rajesh> 在 2025-06-25 上传 | 大小:2kb | 下载:0
[金融证券系统] CDS_Copula
说明:code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS<rajesh> 在 2025-06-25 上传 | 大小:2kb | 下载:0