最近在学习Matlab GUI，利用空闲时间写了一个股票衍生品定价计算器，可以对
European option
American option
Asian option
Index future
Cash-or-nothing option
Asset-or-nothing option
Lookback option
Chooser option
Compound option
Exchange option
Power option
进行定价，更多衍生品还在更新中，有兴趣的可以下来看看，在Matlab7.0.1以上版本可运行。
Disclaimer
_____________________________________________________________________
This calculator was originally created by QuantHR for academic purposes only. We do not guarantee the correctness of the computed values. In no event will QuantHR be liable for any damages caused by using this calculator.
You can distribute this calculator as you like, but please do not modify this Disclaimer, thank you.
120026.zip
大小:(79.89 KB)
马上下载
本附件包括：
- americanoption.m
- AssetorNth.fig
- AssetorNth.m
- CashorNth.fig
- CashorNth.m
- cbnd.m
- Chooser.fig
- Chooser.m
- ChooserOption.m
- Compound.fig
- Compound.m
- DerivativeGui.fig
- DerivativeGui.m
- EuroAssetDigital.m
- EuroDigitalGB.m
- European.fig
- European.m
- EuropeanCompound.m
- Exchange.fig
- Exchange.m
- ExchangeOption.m
- FloatingLookback.m
- GeometricAsia.m
- GeometricAverage.fig
- GeometricAverage.m
- IndexFuture.fig
- IndexFuture.m
- LookBack.fig
- LookBack.m
- Power.fig
- Power.m
- PowerOption.m
- StockForward.m
- Readme.doc
- American.fig
- American.m
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