网站首页

登录

BlackScholes

于 2019-03-21 发布文件大小:15KB

 0  229

下载积分: 1 下载次数: 5

我要下载

代码说明：

期权定价模型与数值方法 BS公式隐含波动率计算(Option pricing model and numerical method Calculation of Implicit Volatility of BS Formula)

文件列表：

delta_price_time.m, 395 , 2012-05-15
DownOutPutMC.m, 527 , 2017-10-29
ImpliedVolatility.m, 461 , 2017-10-29
ImpliedVolatitityCallObj.m, 314 , 2017-10-29
ImpliedVolatitityPutObj.m, 343 , 2017-10-29
run_scrip.m, 3553 , 2017-10-29
ImpliedVolatitity\ImpliedVolatility.m, 511 , 2009-08-03
ImpliedVolatitity\ImpliedVolatitityCallObj.m, 274 , 2009-08-03
ImpliedVolatitity\ImpliedVolatitityPutObj.m, 268 , 2009-08-03
ImpliedVolatitity\MarketValueAndStockPrice.xlsx, 11760 , 2009-08-04
ImpliedVolatitity\TestImpliedVolatility.m, 183 , 2009-08-03
ImpliedVolatitity\VolatilityPrice.m, 348 , 2009-08-03
AsianMC.m, 261 , 2017-10-29
AsianMCCV.m, 725 , 2017-10-29
AssetPaths.m, 381 , 2017-10-29
binpricetest.m, 289 , 2012-05-16
blsDeltaTest.m, 213 , 2012-05-15
blsimpvtest.m, 208 , 2012-05-16
blsmc1.m, 329 , 2017-10-29
BlsMCIS.m, 511 , 2017-10-29
blsprice_Vol.m, 412 , 2012-05-15
blspriceTest.m, 223 , 2012-05-15
ImpliedVolatitity, 0 , 2017-11-02

下载说明：请别用迅雷下载，失败请重下，重下不扣分！

发表评论

0 个回复

multipath_doppler
多径下多普勒仿真内有详细说明，有仿真程序图(multipath and doppler)

2010-08-18 17:15:49下载

积分：1
quagga-0.98.5.tar
说明：实现了rip ospf bgp等路由协议的开源代码。(achieved a rip bgp OSPF routing protocol, such as open-source code.)

2006-03-23 22:15:46下载

积分：1
MusicSmart
智能天线上行链路的MUSIC算法仿真程序,窄带信号,高斯白噪声环境(smart antenna uplink MUSIC algorithm simulation program, narrowband signals, white Gaussian noise environment)

2007-06-14 18:21:59下载

积分：1
ofdm2
这是一个仿真移动通信信道幅频响应的matlab仿真程序。(This is a simulation of mobile communications channel amplitude frequency response of Matlab simulation program.)

2007-06-05 00:54:44下载

积分：1
ODC_T
利用matlab,基于传输矩阵平面波展开法计算一维光子晶体能带结构。(The energy band structure of one-dimensional photonic crystals is calculated by using MATLAB and plane wave expansion method.)

2017-05-25 23:09:17下载

积分：1
Directional-patterns
This MATLAB M-file will produce the FDTD solution of a sectoral (2-D) Perfectly Electric Conducting (PEC) horn antenna excited by a sinusoidal voltage in a TEz computational domain.(This MATLAB M-file will produce the FDTD solution of a sectoral (2-D) Perfectly Electric Conducting (PEC) horn antenna excited by a sinusoidal voltage in a TEz computational domain.)

2013-11-24 23:30:57下载

积分：1
1234435
用matlab 7.0编写的滑模变结构仿真的例子。(S-function for continuous state equation function [sys,x0,str,ts]=s_function(t,x,u,flag) switch flag, Initialization case 0, [sys,x0,str,ts]=mdlInitializeSizes Outputs case 3, sys=mdlOutputs(t,x,u) Unhandled flags case {2, 4, 9 } sys = [] Unexpected flags otherwise error([ Unhandled flag = ,num2str(flag)]) end mdlInitializeSizes function [sys,x0,str,ts]=mdlInitializeSizes sizes = simsizes sizes.NumContStates = 0 sizes.NumDiscStates = 0 sizes.NumOutputs = 3 sizes.NumInputs = 1 sizes.DirFeedthrough = 1 sizes.NumSampleTimes = 0 sys=simsizes(sizes) x0=[] str=[] ts=[] function sys=mdlOutputs(t,x,u) x11d=sin(pi*t/2) x21d=cos(pi*t) x31d=1 sys(1)=x11d sys(2)=x21d sys(3)=x31d )

2012-10-19 11:43:12下载

积分：1
pso
说明：基本粒子群优化算法Matlab源程序 (Elementary particle swarm optimization algorithm Matlab source code)

2010-03-26 12:45:34下载

积分：1
matlab
说明： matlab经典算法的程序，想进阶MATLAB的朋友使得一看哦。。。matlab handbook(classical algorithm matlab procedures Advanced MATLAB friend would like to make a看哦. . . matlab handbook)

2008-09-19 20:38:57下载

积分：1
FBMCOQAM
FBMC滤波器组多载波系统的方针程序，采用OQAM调制。可以和OFDM系统做个对比(FBMC （filter bank multi-carrier) OQAM)

2020-07-02 17:00:02下载

积分：1

696516资源总数
106641会员总数
4今日下载