DIP.rar - digital image processing spatial domain,2010-05-05 00:37:09,下载2次
OutBarrierExact.rar - Finds prices for out barrier options,2009-04-14 01:31:01,下载7次
portfolio_efficient_frontier.rar - Matlab program to plot efficient frontier and minimum variance portfolio,2009-04-14 01:30:00,下载32次
CDS_Copula.rar - code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS,2009-03-23 22:46:46,下载52次
LMM_MonteCarlo.rar - MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.,2009-03-23 22:38:19,下载18次
beta_estimation.rar - Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter,2009-03-23 22:32:32,下载35次
brownianbridge.rar - An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results,2009-03-23 22:29:02,下载10次
markowitz.rar - This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns,2009-03-23 22:23:35,下载33次