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
標(biāo)簽： considered simulated maturity example
上傳時(shí)間： 2017-05-07
上傳用戶：hjshhyy
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
標(biāo)簽： n-to-default coefficients T-copul basket
上傳時(shí)間： 2013-12-24
上傳用戶：小鵬
Socio-technical Systems
標(biāo)簽： Socio-technical Systems
上傳時(shí)間： 2013-12-29
上傳用戶：hzy5825468
ITU-T X.50 是國際電聯(lián)推薦的協(xié)議
標(biāo)簽： ITU-T 50 國際電聯(lián) 協(xié)議
上傳時(shí)間： 2014-12-19
上傳用戶：黃華強(qiáng)
LG Digital Half-NIM tuner for COFDM (DVB-T) Specification
標(biāo)簽： Specification Half-NIM Digital COFDM
上傳時(shí)間： 2017-05-11
上傳用戶：ardager
matlab 代碼,實(shí)現(xiàn)了ITU-T V.32建議的 modem 整體仿真實(shí)現(xiàn)。
標(biāo)簽： matlab ITU-T modem 32
上傳時(shí)間： 2014-10-26
上傳用戶：GavinNeko
Want to try a copy of Linux 2.6.29-rc5 in progess with Angstom and Opie? Opie probably isn t good for much but testing but it is kind of fun. This has a very slow boot, which is much improved since this NAND image was made. NAND image of Linux 2.6.9-rc5 with Angstrom and Opie for test. Download file. Set to NOR and power on. Install using the vivi command "Restore NAND Flash from HOST thru USB" Turn off, set to NAND, turn on. Enjoy.
標(biāo)簽： Opie probably Angstom progess
上傳時(shí)間： 2013-12-17
上傳用戶：gaojiao1999
encode/decode gsm sms 7bit pdu format text. orginally written for palm os, but it don t make any special system call. plain stdio is ok
標(biāo)簽： orginally written encode decode
上傳時(shí)間： 2014-01-25
上傳用戶：偷心的海盜
example of shell which include the commands about them. 謀t runs eaisly the unix.(ubuntu/pardus/suse)
標(biāo)簽： the commands example include
上傳時(shí)間： 2014-01-01
上傳用戶：cxl274287265
基于比較匹配輸出的脈沖寬度調(diào)制PWM,利用ATMEGA16的T/C0匹配輸出腳OC0上的PWM波通過RC積分電路,濾掉高頻進(jìn)行平滑后,得到模擬的正弦波信號(hào).
上傳時(shí)間： 2017-05-15
上傳用戶：youmo81
蟲蟲下載站版權(quán)所有 京ICP備2021023401號(hào)-1
