期权定价模型与数值方法(Matlab+Jupyter Notebook)

上传者: 43941299 | 上传时间: 2019-12-21 18:57:09 | 文件大小: 448KB | 文件类型: zip
期权定价模型与数值方法(Matlab+Jupyter Notebook) 这是在JupyterNotebook上运行的Matlab代码,其中包括:隐含波动率计算、二叉树模型、欧式期权蒙特卡罗模拟、亚式期权蒙特卡罗模拟

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