Title:
European_Option_Pricing_Mente_Carlo_Simulation
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Description: Based on the Black-Scholes formula, codes for pricing the European options through the Mente Carlo simulation. It is a very good example for your understanding of how to do Mente Carlo simulation, even if you do not engage in the option pricing.
- [BlackScholesEuro] - basic European options prices, the use o
- [TrinomialAmerican] - tree method trigeminal American option p
- [doc000] - stock option pricing theory is introduce
- [BM] - Brownian Motion, Option.
- [Webinar2007] - Matlab implementation to use derivative
- [qqw] - Bitmaps in vc access because of the proj
- [jishiben] - The Notepad text document can be achieve
- [OptionPricing] - Option pricing by Brownnian Motion and S
- [finace-binary-tree] - Using MATLAB to achieve financial mathem
- [bs] - Monte Carlo simulation of the BS pricing
File list (Check if you may need any files):
European_Option_Pricing_Mente_Carlo_Simulation.m
金融衍生工具定价中蒙特卡罗方法的近期应用分析.pdf
