数值金融：金融中的数值方法
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2021-02-04
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numerical-finance-master.zip （84个子文件） 
numerical-finance-master 04_Fourier 
README.md 454B Quadrature_Fortran quadrature2.f90 3KB quadrature3.f90 2KB quad2d functions.f90 1KB Makefile 248B test.f90 2KB quadrature.f90 2KB test3.f90 2KB test2.f90 2KB functions.f90 553B Makefile 399B test.f90 2KB quadrature.f90 2KB CarrMadanCallPricingFFT.m 3KB 05_Calibration optimisation_Constrained.R 4KB rootFinding_nonLinear.r 2KB README.md 492B 07_HighPerformanceComputing part1 test3.f90 5KB functions.f90 444B Makefile 343B quadrature.f90 815B part3 problem_description.f90 1KB laplace_mc.f90 3KB mc_walk.f90 3KB Makefile 414B plot_mc_laplace_error.py 431B random_util.f90 1KB part2 test_quad_mc.f90 2KB quadrature_mc.f90 1KB plot_mc_quad_error.py 416B functions.f90 367B Makefile 431B random_util.f90 1KB part4 problem_description.f90 1KB laplace_mc.f90 5KB mc_walk.f90 6KB Makefile 519B plot_mc_laplace_error.py 430B random_util.f90 1KB README.md 708B 01_Lattice BinAmerCall.m 2KB CRR.m 3KB lattice_Ex1.m 3KB BinEuroCall.m 2KB bscall.m 427B binPriceCRR.m 2KB README.md 583B 03_Discretisation Heat_ConvergenceAnalysis Implicit.py 2KB Convergence.ipynb 53KB CrankNicolson.py 2KB __pycache__ Implicit.cpython-35.pyc 2KB CrankNicolson.cpython-35.pyc 2KB American AmericanOptinFDimpDirect.m 2KB AmericanOptionFDSOR.m 3KB European BlackScholesEuropeanAnalytic.py 2KB Heat_FDExplicit HeatFD_ExplicitScheme.py 2KB IPythonHeatFD.ipynb 183KB RunHeatFD_Explicit.m 433B HeatFD_Explicit_Example_Notes.ipynb 68KB HeatFD_Explicit.m 971B Heat_FDImplicit IPython_FDImplicit.ipynb 99KB Heat_FDCrankNicolson Heat_FDCrankNicolson.ipynb 78KB README.md 2KB Solvers_LinerarEquations laplace_helper.py 2KB cg_helper.py 1KB multigrid_helper.py 2KB 05_04_Conjugate.Gradient.ipynb 30KB 05_03_Iterate.This.ipynb 101KB matrix_Solvers.r 3KB Heat_FourierDirect Heat_Direct_Fourier_Euler_Backward.py 2KB Heat_Direct_Fourier_Euler_Forward.py 2KB 06_LinearProg LinearProgramming.java 12KB minVar_maxReturn_tangency.r 14KB Example_LP.R 2KB README.md 485B 02_MonteCarlo MonteCarloEX14_Part2.m 3KB MonteCarloEx15.py 5KB MonteCarloEx5.m 2KB MonteCarloEX14_Part1.m 2KB fullerTest.py 771B README.md 957B gauss_test_movie.py 1KB MonteCarloEX14_Part3.m 3KB README.md 3KB资源评论
