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All_OptionPricing_Codes

于 2009-09-12 发布 文件大小:277KB
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下载积分: 1 下载次数: 16

代码说明:

  Matlab Algos for Option Pricing

文件列表:

BinomCP.m
BinomCP2.m
binomcp22.m
BinomPC3.m
BinomTree.m
BrownianAnimate.m
BrownianMotion.m
BrownianMovie.m
BrownianMovie11.m
BSCall.m
BSCallD.M
BSCALLHR.M
BSPut.m
BSPutD.m
BSviaNumInt.m
BS_delta_call.m
BS_delta_put.m
BS_gamma_call.m
BS_gamma_put.m
BS_rho_call.m
BS_rho_put.m
BS_theta_call.m
BS_theta_put.m
BS_vega_call.m
BS_vega_put.m
CallSim1.m
CallSim2.m
CF_SVj.m
Getdata.m
GphGreek.m
HedgeEx.m
HestonCall.m
InverseRNG.m
mDoc.doc
ProblemWithDivision.m
second_order_simHest.m
Simdtree1.m
SimExpJump.m
simhedg.m
SimInsPort.m
SimInsPortsSv.m
SimJumpDiff.m
StkIdx.xls
Testbs1.m
TestCallSim.m
TestSimJumpDiff.m
Test_HestonCALL.m
TraceVolat.m

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  • mintree
    这是解决图论中最小树问题的求解程序,是一种很好的解决方法(This is to solve minimum spanning tree in graph theory problem solving process, is a good solution)
    2009-02-26 21:24:57下载
    积分:1
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    漂流跟踪文献,主要是高频地波雷达相关内容。仅作参考(Rafting tracking literature, mainly HFSWR related content. For reference only)
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  • MNK
    This program is designed to find the parameters of the method of least squares, building eksperimetalnyh and theoretical curves for to assess the quality of approximation for propagation occurs trend of all their characteristics: propagation time, phase, amplitude and polarization. On the smooth running pa - ters inevitably superimposed random fluctuations. For devices they associated with the noise of radio circuits, to propagate in the Natural governmental environments, radio waves to the presence of turbulent fluctuations. Code is of interest mainly to radiophysicists(This program is designed to find the parameters of the method of least squares, building eksperimetalnyh and theoretical curves for to assess the quality of approximation for propagation occurs trend of all their characteristics: propagation time, phase, amplitude and polarization. On the smooth running pa- ters inevitably superimposed random fluctuations. For devices they associated with the noise of radio circuits, to propagate in the Natural governmental environments, radio waves to the presence of turbulent fluctuations. Code is of interest mainly to radiophysicists)
    2009-11-26 17:16:35下载
    积分:1
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    2015-06-12 20:14:38下载
    积分:1
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    人脸识别的MATLAB程序。数字图像处理的重要内容(Face Recognition MATLAB. An important part of digital image processing)
    2010-06-25 13:13:03下载
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    Find peaks in all waveforms. used in matlab. The peaks can be maximum and minimum.
    2007-11-02 14:37:20下载
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    2009-11-01 16:55:27下载
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    本书由浅入深、循序渐进地介绍了GUI设 计的基础知识和技巧,旨在使读者在较短时间内熟练掌握GUI设计的精要所在(Book Deep, a gradual introduction to the GUI based Account the basic knowledge and skills designed to enable readers to master the essence of GUI design in a relatively short period of time)
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