Location:
Search - black scholes
Search list
Description: 基本基础的欧式期权价格计算程序，使用最基本的布莱克斯科尔斯公式-basic European options prices, the use of the basic Black Scholes formula
Platform: |
Size: 1910 |
Author: 真实 |
Hits:
Description: 基本基础的欧式期权价格计算程序，使用最基本的布莱克斯科尔斯公式-basic European options prices, the use of the basic Black Scholes formula
Platform: |
Size: 2048 |
Author: |
Hits:
Description: 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 Black Scholes values to verify results-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 Black Scholes values to verify results
Platform: |
Size: 1024 |
Author: rajesh |
Hits:
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.
Platform: |
Size: 138240 |
Author: Joyce |
Hits:
Description: This sample shows an
implementation of the Black-Scholes model in CUDA for European options.
Platform: |
Size: 241664 |
Author: xiangxingbin |
Hits:
Description: evaluates the Black-Scholes formula for a European ca-evaluates the Black-Scholes formula for a European call
Platform: |
Size: 1024 |
Author: katore vishal |
Hits:
Description: demonstrates the Black-Scholes formula.
Platform: |
Size: 1024 |
Author: katore vishal |
Hits:
Description: This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, Butterfly-This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:
Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, Butterfly
Platform: |
Size: 22528 |
Author: wz |
Hits:
Description: black scholes option price to calculate the call option
Platform: |
Size: 6144 |
Author: aashish |
Hits:
Description: Black Scholes Model in CSHARP
Platform: |
Size: 2181120 |
Author: revo |
Hits:
Description: Black Scholes Model using C# and Excel
Platform: |
Size: 5052416 |
Author: Ting |
Hits:
Description: 这是用matlab编辑的求解偏微分方程的一种方法隐式求解抛物型偏微分方程-This is edited using matlab a method of solving partial differential equations implicit solution of parabolic partial differential equations
Platform: |
Size: 1024 |
Author: vongpo |
Hits:
Description: 由脚本输入相关值可以计算一个欧式期权；
通过匿名函数计算，其中一些call其它函数，如CDF和PDF。-This script is used for implement the Black-Scholes pricing model
By the script ten related values of a European option can be calculated
Anonymous functions are used in this script, and some of them call ohter functions, such as CDF and PDF.
Platform: |
Size: 1024 |
Author: zzc |
Hits:
Description: SUPPORTING CODES FOR Financial Numerical Recipes in C++ BY BERNT ODEGARD
Platform: |
Size: 224256 |
Author: BAHBINTON |
Hits:
Description: 此程序是关于经济学中布莱克斯科尔斯模型
的matlab实现-This procedure creates a three-dimensional plot showing how gamma changes relative to price for a Black-Scholes option. Recall that gamma is the second derivative of the option price relative to the underlying security price. The plot shows a three-dimensional surface whose z-value is the gamma of an option as price (x-axis) and time (y-axis) vary. It adds yet a fourth dimension by showing option delta (the first derivative of option price to security price) as the color of the surface
Platform: |
Size: 1024 |
Author: zhangzhengdong |
Hits:
Description: Black-Scholes 模型的跳跃过程需要matlab有统计工具包-Black-Scholes model with merton jumps, the code need to be ran based on Statistic toolbox
Platform: |
Size: 1024 |
Author: kk |
Hits:
Description: A small collection of utility functions, including
Black-scholes, 3D linear interpolator, yearFraction, etc.
Platform: |
Size: 9216 |
Author: pacificv001 |
Hits:
Description: 布莱克斯科尔斯模型，应用于金融工程领域。-Black Scholes Model, to price the European Call Option and plot the graph. The model is highly used in quantitative field.
Platform: |
Size: 1024 |
Author: Yuan Yao |
Hits:
Description: CLLIB is a varied collection of Common lisp tools and routines in CLOCC.
-CLLIB is a varied collection of Common lisp tools and routines in CLOCC.
Includes:
■ "guess the animal" game simple neural net (AI)
■ autoload function and snarfing autoloads from other files
■ basic definitions: package and path
■ base64 encoding and decoding (data format)
■ Rolodex: BBDB/vCard handling
■ check values and types of the elements of a list
■ Common Lisp HyperSpec access
■ read/write CLOS objects (serialization)
■ read/write comma-separated values
■ CVS diff and log parsing (version control)
■ data analysis and visualization
■ date/time
■ dated lists
■ answer questions automatically requires metering.lisp
■ Load and run Emacs-Lisp ELisp code in Common Lisp
■ read/write lists etc
■ Financial functions: mortgage calculations, Luhn algorithm, Black-Scholes, Solow (mathematics)
■ geography, weather, etc (units)
■ command line option processing- for Lisp scripting
■ Gnuplot interface (plotting)
■ GetQuote- stock quotes over the In
Platform: |
Size: 456704 |
Author: 张茜 |
Hits:
Description: 使用Black-Scholes 反求隐含波动率(Black-Scholes , implied volitility)
Platform: |
Size: 1024 |
Author: jacque
|
Hits: