Search - binomial tree

[Data structs] fugit_binomialtree

Description: 计算Fugit的二叉树期权方法 use Fugit binomial tree to calculate option value-Fugit calculation method of binary tree options use Fugit binomial tree to calculate option value
Platform: | Size: 1024 | Author: Alina | Hits:

[Mathimatics-Numerical algorithms] binplot_matlab

Description: BINPLOT:plots a binomial tree matrix. The matrix must be square,Author: Ashesh Pansuria-BINPLOT:plots a binomial tree matrix. The matrix must be square,Author: Ashesh Pansuria
Platform: | Size: 1024 | Author: wz | Hits:

[Internet-Network] Treeeuropean

Description: This a very useful c++ code for the binomial tree method, using to prcing the european price-This is a very useful c++ code for the binomial tree method, using to prcing the european price
Platform: | Size: 1024 | Author: minak | Hits:

[matlab] up_in_call

Description: The pricing model for the Binomial tree model, for the up and in barrier call option
Platform: | Size: 1024 | Author: Roger | Hits:

[Data structs] Binomial-Trees

Description: 计算欧式期权，美式期权，百慕大期权价格的二叉树VBA程序-Binomial Tree for EurpeanAmerican CallPut Option
Platform: | Size: 173056 | Author: 小多 | Hits:

[Data structs] binary-tree

Description: 实现了二叉树递归先中后、以及非递归先中后序的遍历，运用模板是实现，可以很方便在以后使用-To realize the binomial tree recursion in first after the first, and recursion sequence of the traverse, after using the template is achieved, it is convenient to use in the future
Platform: | Size: 3072 | Author: 赵宇 | Hits:

[Algorithm] binary

Description: 二叉树方法计算信用风险溢价参数说明： V：公司资产市场价值初值 r:市场无风险利率 sigma：企业资产市场价值波动率 T:期限 num：二叉树层数 dp：违约点，即债权价值输出结果： M:公司的风险溢价 -The binomial tree method to calculate the credit risk premium Parameters: V: the market value of assets initial value r: market risk-free rate sigma: Enterprise market value of assets volatility T: Term the num: binary tree layers dp: default point, ie, the value of claims Output: M: The risk premium
Platform: | Size: 1024 | Author: shaopeng | Hits:

[Windows Develop] bbinnomoaltrri

Description: 二叉树方法计算欧式期权价价格，篮子期权，由2项资产 -Binomial tree method to calculate the price of European option prices, basket options, two assets
Platform: | Size: 1024 | Author: lyzhouyang | Hits:

[Finance-Stock software system] Tree

Description: 利用tree method定价期权，其中包括使用binomial tree和trinomial tr-C++ codes to price barrier options using tree methods
Platform: | Size: 10240 | Author: mingqiang | Hits:

[matlab] binomial-pricing-model

Description: 二叉树定价模型是期权定价模型中最为简单也是最为实用的定价模型，其极限就是Black sholes定价模型的结果。-Binary tree pricing model is the most simple option pricing model is the most practical pricing model, the limit is Black sholes pricing model results.
Platform: | Size: 1024 | Author: 韦伟 | Hits:

[Algorithm] Binomial_Tree

Description: Using wxpython to interface thecalculation of binomial tree of an american or European call/put options with different user-specified parameters
Platform: | Size: 13312 | Author: Max | Hits:

[JSP/Java] HEAP

Description: Implement binomial min heap and leftest tr-Implement binomial min heap and leftest tree
Platform: | Size: 8192 | Author: peggy | Hits:

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