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金融商品設計與評價

110071504 楊子億
0222 Homework
BS_model.m
pv.m
0301 Homework
bond_price_plot.m
Option_plot.m
long_put_plot.m
calloption_GreekLetters_with_S.m
calloption_GreekLetters_with_T.m
0308 Homework
protective_covered_call_put.m
protective_covered_call_put.m
spread_position.m
spread_position.m
butterfly_spread.m (Gain)
butterfly_spread.m (Loss)
butterfly_spread & bs
calendar_spread.m
condor_spread.m
0315 Homework
CMBO.m (1 / 3)
CMBO.m (2 / 3)
CMBO.m (3 / 3)
0322 Homework
Binomial_Tree.m
lattice_call_value.m
lattice_put_value.m
compare_lattice_bls_call.m
compare_lattice_bls_put.m
compare_call_option_AE.m
compare_put_option_AE.m
call_option_dividend_AE.m
0329 Homework
lattice_Call_DivD.m
lattice_Put_DivD.m
lattice_Call_DivP.m
lattice_Put_DivP.m
Compare_DivD_AE.m
Compare_DivP_AE.m
0412 Homework
TriEurCall.m
TriEurPut.m
TriAmPut.m
compare_bls_Bin_Tri_model.m
0419 Homework
AssetPath.m (MC)
MCPaths.m (MC)
BlsMC.m (Call &Put)
compare_bls_MC (Call & Put).m
BlsMCAV.m (Call &Put)
compare_bls_MC_MCAV (Call & Put).m
TrMC.m & TrMCAV.m
compare_TrMC_TrMCAV.m
0426 Homework
MCintegration.m (0~2)
Yen_Dollar.m
yen_dollar.m
0517 Homework
GetHalton.m
Random + BoxMuller + Put.m
Random + CDF + Put.m
Halton + BoxMuller + Put.m
Halton + CDF + Put.m
0524 Homework
DOPut.m (Bls)
UOCall.m (Bls)
compare_Bls_DOPut.m (Sb & Vol)
compare_Bls_UOCall.m (Sb & Vol)
compare_DOPut&UOCall_discrete.m
DOPutMC.m
UOCallMC.m
DOPutMCCV.m
DOPutHalton.m
compare_Bls_MC_MCCV.m
DOPutMCCond.m
UOCallMCCond.m
Compare_MC_MCdiscrete_MCCond.m
DOPutMCCondIS.m
UOCallMCCondIS.m
Compare_total_DOPut.m
Compare_total_UOCall.m
Thank You

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