金融数量分析 matlab 代码
需积分: 12 84 浏览量
2015-06-19
09:43:08
上传
评论 2
收藏 2.72MB ZIP 举报
金融数量分析 matlab 代码 （183个子文件） 
HurstIndex.exe 648KB HurstIndex.exe 648KB
Hurst.fig 7KB Hurst.fig 7KB
Var-Solution2.html 18KB Var-Solution1.html 15KB mccExcludedFiles.log 960KB calcticks.m 29KB methods.m 27KB oaxes.m 27KB schema.m 26KB draw.m 22KB oaxes.m 12KB Hurst.m 10KB Hurst.m 10KB calculateVar.m 5KB Solution2.m 4KB monteCarloVar.m 3KB makeHeatmap.m 3KB Solution1.m 3KB TIPPOpt.m 2KB MoiveTest.m 2KB TIPPStr.m 2KB CPPIOpt.m 2KB FRATest.m 2KB importfile.m 2KB portvrisktest.m 2KB CPPIStr.m 1KB GBM_model.m 1KB PortfolioCompare.m 1KB formatCurrency.m 1KB portalphatest.m 1KB zbtyieldTest.m 1KB Durpcase.m 1KB YieldCompute.m 1KB testTIPPStr.m 1024B HurstCompute.m 998B HurstCompute.m 998B kstest2Test.m 983B createFit.m 963B displayVar.m 941B hjmTest.m 931B Explain_PortSim.m 921B TestNSForwardRates.m 886B MoveHurst.m 873B MoveHurst.m 873B testCPPIStr.m 873B zbtpriceTest.m 865B ReadData.m 795B inforatiotest.m 765B RandSumOneTest.m 739B AsianMCCV.m 720B cdfplotTest.m 720B RetraceRatio.m 695B normpdfTest.m 688B sharpetest.m 678B DateIntersectTest.m 676B TEtest.m 669B KMVcompute.m 662B maxdrawdownplot.m 651B candletest.m 632B plotMonteCarlo.m 611B PGNCallPrice.m 595B maxdrawdownplot.m 594B PGNPutPrice.m 593B HYNPutPrice.m 587B simulation_piN.m 557B getPortfolioWeights.m 555B simulation_pi.m 535B RandSumOne.m 532B candletest2.m 530B toggle.m 529B DateClassbyYear.m 526B FundPlot.m 516B DownOutPutMC.m 511B ImpliedVolatility.m 511B BlsMCIS.m 506B hist2color.m 505B RandnPriceWithCovTest.m 502B FundCorrelationCase.m 493B bndyieldtest.m 485B betatest.m 474B plot_pi.m 469B freeze.m 469B bollingerTest.m 467B enable.m 439B Test1.m 430B RandnPriceWithCov.m 428B blsprice_Vol.m 412B movavgTest.m 410B ClockToDo.m 399B NaNTest.m 397B delta_price_time.m 395B Testbnddurp_1.m 385B ReadData.m 382B Testbndconvp_1.m 376B Testbnddurp_2.m 369B kstestTest.m 360B Testbndconvp_2.m 359B VolatilityPrice.m 348B共 183 条
- 1
- 2
资源评论
