搜索资源列表
MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
antithetic-monte-carlo
- 应用蒙特卡洛的方法为欧式看涨期权定价。同时，该程序是应用对偶方法进行模拟的。-pricing european call option with antithetic method in monte carlo
shuangbizhong
- 应用蒙特卡洛模拟方法为某种双币种期权定价-Quanto Option Pricing using the Monte Carlo method
Option-Pricing
- 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
multi-GBM
- 模拟多维几何布朗运动,是对多资产期权定价,采用蒙特卡洛算法的重要步骤-simulate the multi-dimension geometry brownian motion
Monte-Carlo
- 对标的资产过程服从几何布朗运动的期权用蒙特卡洛模拟数值算法进行定价-The underlying asset process follows a geometric Brownian motion of options using Monte Carlo simulation, numerical algorithms pricing
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
monte_carlo
- 蒙特卡洛模拟，期权定价分析，收益模型仿真。Monte Carlo simulation for returns-Monte Carlo simulation for returns
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
European-Option
- 使用多层蒙特卡洛方法对欧式期权进行定价，并计算使用的样本量、层数和方差-Monte Carlo Method and Option Pricing
MonteCarlo
- 蒙特卡洛模拟的matlab代码，包括欧式、亚式期权定价，对偶变量法等-Monte Carlo simulation matlab code, including European, Asian option pricing, dual variable method
bj
- matlab给期权定价的蒙特卡洛模拟，在网上找到的，解压后使用-option pricing montecarlo
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)
源码
- MATLAB程序，MATLAB，期权定价(MATLAB,prince,code MATLAB,prince,code)
American Options
- 用多种方法求解美式期权定价问题，其中包括二叉树方法，有限差分法，最小二乘蒙特卡洛模拟法（LSM法），并对这几种方法进行了对比(Several methods are used to solve American option pricing problems, including binary tree method, finite difference method, least squares Monte Carlo simulat
mc
- 利用蒙特卡洛方法计算欧式看涨期权的价格。(Monte Carlo method is used to calculate the price of European call options.)
matlab 最小二乘蒙特卡罗（LMS）美式期权定价
- 用蒙特卡洛模拟实现美式期权定价，包括资产路径生成和美式期权欧式期权定价的源代码，附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with refere
asian_option
- 美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)
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.)