matlab求导代码-Derivative-Pricing:一些衍生定价活动的结果。练习涵盖了衍生工具定价的不同算法，并研究了它...
需积分: 14 139 浏览量
2021-05-24
09:09:43
上传
评论
收藏 1.02MB ZIP 举报
Derivative-Pricing-master.zip （36个子文件） 
Derivative-Pricing-master 
README.md 1KB Code Applications 
Monte Carlo -Variance Reduction - Greeks.pdf 342KB Applications - Binomial Tree and Black-Scholes.pdf 448KB Finite Difference Methods.pdf 320KB MATLAB Monte Carlo Methods Black_Scholes_EUPut.m 351B Bump_Revalue_Digital.m 1KB Bump_Revalue_EURPut.m 2KB BS_HP_EURPut.m 370B MC_EUPut.m 4KB Likelihood_Ratio_Digital.m 537B PDE BS_PDE_CN_EUROption.m 1KB Black_Scholes_EUCall.m 344B Main.m 1KB Delta Hedging - Black&Scholes - Binomial Trees BTM_AMPut.m 2KB DeltaHedgingSimulator.m 4KB BTM_HP_EUCall.m 1KB BTM_AMCall.m 2KB Black_Scholes_EUCall.m 344B BS_HP_EUCall.m 369B MainDHSim.m 4KB Main.m 4KB BTM_EUCall.m 836B .gitattributes 66B Python CDS Proxy Methods ProxyMethods.py 34KB main.py 20KB Hedging and BinomialTrees analysis.py 1KB delta_hedging.py 2KB model.py 2KB Implied Volatility EurOption.py 8KB Main.py 10KB PDE Methods PDE_methods.py 3KB __pycache__ model.cpython-36.pyc 2KB MonteCarlo Methods part3.py 828B part1.py 2KB part2.py 2KB helpers.py 3KB资源评论
