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Description: 期权定价模型的说明，欧式期权定价实例讲解与评价-Option pricing model description of examples of European option pricing and evaluation on
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Size: 73728 |
Author: xcui |
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Description: 根据BS公式，通过Mente Carlo模拟对欧式期权进行定价的源码。即使不是做期权定价的，该源码也是一个非常好的理解如何做Mente Carlo模拟的实例。-Based on the Black-Scholes formula, codes for pricing the European options through the Mente Carlo simulation. It is a very good example for your understanding of how to do Mente Carlo simulation, even if you do not engage in the option pricing.
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Size: 138240 |
Author: Joyce |
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Description: hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
-hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
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Size: 407552 |
Author: yang |
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Description: American Option Pricing in Variance Gamma using Finite Difference
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Size: 3072 |
Author: c0ldlimit |
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Description: Matlab Algos for Option Pricing
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Size: 283648 |
Author: c0ldlimit |
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Description: 期权定价中用到的基础资产价格模拟以及相应的期权定价问题-Used in option pricing based on asset prices and the corresponding simulated option pricing problem
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Size: 519168 |
Author: 蓝心鱼 |
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Description: 用于无红利的美式看跌期权定价，参数依次为（现在股价，协议价格，无风险利率，波动率，期限，二叉树步数） -No dividend for the American put option pricing parameters were (now price, agreed price, risk-free interest rate, volatility, duration, binary steps)
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Size: 1024 |
Author: yinxinxin |
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Description: 期权价格二叉树定价，包括股票和期货的欧式美式期权定价-binomial option pricing, including the European and American option pricing on stocks and futures
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Size: 4096 |
Author: 石楠 |
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Description: 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.
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Size: 1024 |
Author: 韦伟 |
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Description: 关于期权定价的matlab实例运用，还有有关的excel表格-About option pricing instance using matlab and excel spreadsheets
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Size: 20480 |
Author: 易礼杰 |
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Description: 各式期权的定价方法，使用MATLAB地软件进行编写。-European option pricing methods binary tree, written with MATLAB.
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Size: 12288 |
Author: 陈晨 |
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Description: 本代码主要是给期权定价，里面主要用到的是二叉树定价的方法，分为美式和欧式两种-This code is mainly to option pricing, which is the main method used binary pricing
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Size: 1024 |
Author: 彭善琴 |
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Description: 期权定价的相关matlab代码程序，喜欢的朋友可以下载-Related matlab code program option pricing, like a friend can download to see
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Size: 2048 |
Author: vcmd |
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Description: 用C-N有限差分法为美式看跌期权定价，通过自己电脑测试-Finite difference method with CN as American put option pricing, through their own computer test
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Size: 1024 |
Author: AVERY |
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Description: 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
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Size: 6144 |
Author: |
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Description: 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
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Size: 5120 |
Author: liyongqiang |
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Description: An Example of Markov Chain and multinominal option pricing
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Size: 360448 |
Author: qingshan he |
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Description: 期权定价公式模版，史上最为详细完整，全部用VBA程序编写完成，VBA计算衍生品价格必备-Option pricing
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Size: 160768 |
Author: 毛超 |
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Description: 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
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Size: 5120 |
Author: 吴嘉淇 |
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Description: 给出了欧式期权定价的matlab程序，简单易懂，利于初学者使用(European option pricing)
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Size: 10240 |
Author: dorisyao |
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