An Example of Markov Chain and multinominal option pricing
by Ying Li
07 Apr 2008 (Updated 08 Apr 2008)
For the codes, pls see
Monday, August 10, 2009
Subscribe to:
Post Comments (Atom)
skip to main |
skip to sidebar
Related Sites
Posts
Search This Blog
Archived Posts
Blog Postings by Topics
- C (1)
- CDS (1)
- Excel (1)
- Fixed Income (6)
- Matlab (50)
- Option Pricing (18)
- Paper (1)
- Portfolio (9)
- Portoflio (1)
- R (1)
- Risk Management (4)
- Statistics (16)
- Trading (2)
- Website (2)
No comments:
Post a Comment