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RSS订阅原创 Homework #3 for MAFS 5220
""" author: Stan Wang; assignment 3 : trinomial tree for option pricing; """
2017-02-04 18:01:56
421
原创 Homework #2 for MAFS 5220
""" @author: Stan Wangassignment 2 : binomial tree for American options; """ import networkx as nx from math import * # build the binomial tree. At each node, the value stands for stock price; def bgop
2017-02-04 18:01:11
320
原创 Homework #1 for MAFS 5220
""" Created on Sun Nov 6 16:26:56 2016@author: Stan WangAssignment_1 Delta hedging of an option """ import scipy as sp import math import numpy as np import scipy.stats as ssdef d1(S0, K, r, sigma, T)
2017-02-04 17:58:02
360
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