期权定价模型与数值方法 BS公式隐含波动率计算
资源文件列表
delta_price_time.m , 395
DownOutPutMC.m , 527
ImpliedVolatility.m , 461
ImpliedVolatitityCallObj.m , 314
ImpliedVolatitityPutObj.m , 343
run_scrip.m , 3553
ImpliedVolatitity/ImpliedVolatility.m , 511
ImpliedVolatitity/ImpliedVolatitityCallObj.m , 274
ImpliedVolatitity/ImpliedVolatitityPutObj.m , 268
ImpliedVolatitity/MarketValueAndStockPrice.xlsx , 11760
ImpliedVolatitity/TestImpliedVolatility.m , 183
ImpliedVolatitity/VolatilityPrice.m , 348
AsianMC.m , 261
AsianMCCV.m , 725
AssetPaths.m , 381
binpricetest.m , 289
blsDeltaTest.m , 213
blsimpvtest.m , 208
blsmc1.m , 329
BlsMCIS.m , 511
blsprice_Vol.m , 412
blspriceTest.m , 223