pricing-code
所属分类:金融证券系统
开发工具:matlab
文件大小:12KB
下载次数:36
上传日期:2013-08-18 16:55:44
上 传 者:
SMARTCWJ
说明: 各式期权的定价方法,使用MATLAB地软件进行编写。
(European option pricing methods binary tree, written with MATLAB.)
文件列表:
pricing code\BinomialEuro.txt (1763, 2013-04-07)
pricing code\bisect.m (1446, 2005-02-27)
pricing code\bivnormcdf.m (1949, 2005-02-27)
pricing code\BlackScholes.txt (1886, 2013-04-07)
pricing code\BlackScholesMertonEuro.txt (1705, 2013-04-07)
pricing code\bsprice.m (413, 2013-04-15)
pricing code\CrankNicolsonEuro.txt (4327, 2013-04-07)
pricing code\EuroATMFApprox.txt (994, 2013-04-07)
pricing code\ImplicitEuro.txt (3742, 2013-04-07)
pricing code\MertonJumpEuro.txt (1609, 2013-04-07)
pricing code\normcdfM.m (719, 2005-02-27)
pricing code\rogewhaley.m (2010, 2005-02-27)
pricing code\TrinomialEuro.txt (2422, 2013-04-07)
pricing code\蒙特卡洛定价.txt (971, 2013-04-12)
pricing code (0, 2013-04-21)
%Author: Sivakumar Batthala
%MBA candidate
%Chicago Graduate School of Business
%University of chicago
%Date:02/23/2005
%Please email sbatthal@gsb.uchicago.edu for any clarifications or errors.
READ ME:
Functions needed to run the main rogewhaley.m file
current dir : bisect
current dir : normcdfM
current dir : bivnormcdf
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