基于MATLAB的期权定价模型和模拟的源代码
资源文件列表
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/AsianMC.m , 256
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/AsianMCCV.m , 720
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/binpricetest.m , 289
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/blsDeltaTest.m , 213
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/blsimpvtest.m , 208
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/blsmc1.m , 324
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/BlsMCIS.m , 506
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/blspriceTest.m , 223
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/blsprice_Vol.m , 412
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/delta_price_time.m , 395
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/DownOutPutMC.m , 511
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/ImpliedVolatitity/ImpliedVolatility.m , 511
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/ImpliedVolatitity/ImpliedVolatitityCallObj.m , 274
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/ImpliedVolatitity/ImpliedVolatitityPutObj.m , 268
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/ImpliedVolatitity/MarketValueAndStockPrice.xlsx , 11760
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/ImpliedVolatitity/TestImpliedVolatility.m , 183
╞┌╚¿╢¿╝█─ú╨═╙δ╩²╓╡╖╜╖¿/ImpliedVolatitity/VolatilityPrice.m , 348