This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns
标签： combination portofolio Markowitz portfolio
上传时间： 2017-05-07
上传用户：李彦东
An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results
标签： considered simulated maturity example
上传时间： 2017-05-07
上传用户：hjshhyy
Implements Maximum likelihood estimation of beta and other parameters for model of stock portfolio vs. index using kalman filter
标签： Implements likelihood estimation parameters
上传时间： 2013-12-28
上传用户：zhangzhenyu
MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
标签： simulation European swaption perform
上传时间： 2014-11-30
上传用户：shus521
code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
标签： n-to-default coefficients T-copul basket
上传时间： 2013-12-24
上传用户：小鹏
个人理财系统,软件,本人自己写了一个星期的成果!
标签： 软件
上传时间： 2014-01-25
上传用户：ANRAN
warehouse management system
标签： management warehouse system
上传时间： 2017-05-10
上传用户：cmc_68289287
This package contains the following source code files: - demo.c Demo application source, with message packing/unpacking example - benchmark.c Benchmark source, to benchmark pack/unpack operations - dl_c_iso8583_v0_0_3 (16th July 2008) DL ISO-8583 library source files - dl_c_common_v0_0_2 (14th October 2007) DL Common source files (used by DL ISO-8583) - benchmark / demo Sample MSVC 6.0 project files
标签： application following contains package
上传时间： 2013-12-19
上传用户：米卡
Cash point simulator. You can add/remove/block users account, withdraw and deposit money. C++ Builder environment dll s are obligatory to run this demo.
标签： simulator withdraw account deposit
上传时间： 2017-05-18
上传用户：1966640071
股票软件，经过修改简化，改了不少ＢＵＧ，目前已经可以稳定运行
上传时间： 2013-12-22
上传用户：xinzhch
