<?xml version="1.0" encoding="utf-8" ?><rss version="2.0"><channel><title><![CDATA[xiaowu1997的博客]]></title><description><![CDATA[]]></description><link>https://blog.youkuaiyun.com/xiaowu1997</link><language>zh-cn</language><generator>https://blog.youkuaiyun.com/</generator><copyright><![CDATA[Copyright &copy; xiaowu1997]]></copyright><item><title><![CDATA[百慕大期权定价模型]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149981808</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149981808</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 21:45:37 +0800</pubDate><description><![CDATA[本文主要介绍百慕大期权定价模型代码。]]></description><category></category></item><item><title><![CDATA[美式期权定价模型之二叉树模型]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149981741</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149981741</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 21:42:36 +0800</pubDate><description><![CDATA[二叉树不仅可以对欧式期权进行定价，也可以对美式期权进行定价，主要代码如下所示。]]></description><category></category></item><item><title><![CDATA[美式期权定价模型之Barone-Adesi-Whaley定价模型]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149981444</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149981444</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 21:34:38 +0800</pubDate><description><![CDATA[之前写过BAW模型的介绍文章，理论基础可以看看。BAW模型的定价代码如下所示。]]></description><category></category></item><item><title><![CDATA[期权对冲之Zakamouline对冲带]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960782</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960782</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 10:02:06 +0800</pubDate><description><![CDATA[【代码】期权对冲之Zakamouline对冲带。]]></description><category></category></item><item><title><![CDATA[期权对冲之Whalley-Wilmott 对冲模型]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960515</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960515</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:53:00 +0800</pubDate><description><![CDATA[【代码】期权对冲之Whalley-Wilmott 对冲模型。]]></description><category></category></item><item><title><![CDATA[期权delta倒推行权价]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960339</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960339</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:47:13 +0800</pubDate><description><![CDATA[【代码】期权delta倒推行权价。]]></description><category></category></item><item><title><![CDATA[vanna_volga随机波动率模型]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960248</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960248</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:42:45 +0800</pubDate><description><![CDATA[【代码】vanna_volga随机波动率模型。]]></description><category></category></item><item><title><![CDATA[SVI随机波动率模型]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960125</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149960125</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:40:20 +0800</pubDate><description><![CDATA[【代码】SVI随机波动率模型。]]></description><category></category></item><item><title><![CDATA[SABR随机波动率模型代码]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149959891</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149959891</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:37:26 +0800</pubDate><description><![CDATA[这里对SABR模型的代码进行分析。首先定义基础的BS模型基础类。计算SABR随机波动率。]]></description><category></category></item><item><title><![CDATA[期权定价模型大杂烩（BS、二叉树、蒙特卡洛模拟、有限差分法）定价]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149959747</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149959747</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:30:51 +0800</pubDate><description><![CDATA[【代码】期权定价模型大杂烩（BS、二叉树、蒙特卡洛模拟、有限差分法）定价。]]></description><category></category></item><item><title><![CDATA[GARCH模型预测波动率]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149959237</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149959237</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:27:11 +0800</pubDate><description><![CDATA[【代码】GARCH模型预测波动率。]]></description><category></category></item><item><title><![CDATA[期权定价模型之方差缩减技术下的蒙特卡洛模拟方法]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149958032</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149958032</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:13:48 +0800</pubDate><description><![CDATA[本文介绍一下蒙特卡洛模拟在期权定价中的应用，蒙特卡洛模拟使用方差缩减技术。]]></description><category></category></item><item><title><![CDATA[Heston模型定价（模型法与蒙特卡洛模拟法）]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149957567</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149957567</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 09:02:09 +0800</pubDate><description><![CDATA[本文介绍Heston模型的定价方法。]]></description><category></category></item><item><title><![CDATA[Merton模型定价与参数校准代码]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149957250</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149957250</guid><author>xiaowu1997</author><pubDate>Wed, 06 Aug 2025 08:56:31 +0800</pubDate><description><![CDATA[接下来本文将对merton模型的定价与参数校准代码进行分析，具体如下所示。merton模型的介绍可以看看文章。]]></description><category></category></item><item><title><![CDATA[有限差分法的三种计算代码]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/149808903</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/149808903</guid><author>xiaowu1997</author><pubDate>Thu, 31 Jul 2025 16:39:56 +0800</pubDate><description><![CDATA[首先构建有限差分法的基础程序。]]></description><category></category></item><item><title><![CDATA[带择时的期权双卖策略]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/144771100</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/144771100</guid><author>xiaowu1997</author><pubDate>Fri, 27 Dec 2024 20:00:00 +0800</pubDate><description><![CDATA[期权双卖策略]]></description><category></category></item><item><title><![CDATA[亚式期权定价—Kemna_Vorst模型]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/144728208</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/144728208</guid><author>xiaowu1997</author><pubDate>Wed, 25 Dec 2024 21:03:38 +0800</pubDate><description><![CDATA[亚式期权定价—Kemna_Vorst模型]]></description><category></category></item><item><title><![CDATA[Turnbull-Wakeman亚式期权定价模型【附python代码】]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/144728049</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/144728049</guid><author>xiaowu1997</author><pubDate>Wed, 25 Dec 2024 20:53:43 +0800</pubDate><description><![CDATA[Turnbull-Wakeman亚式期权定价模型【附python代码】]]></description><category></category></item><item><title><![CDATA[亚式期权定价模型Turnbull-Wakeman进行delta对冲]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/144727940</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/144727940</guid><author>xiaowu1997</author><pubDate>Wed, 25 Dec 2024 20:50:06 +0800</pubDate><description><![CDATA[Turnbull-Wakeman 模型定价与对冲]]></description><category></category></item><item><title><![CDATA[期权VIX指数构建与择时应用]]></title><link>https://blog.youkuaiyun.com/xiaowu1997/article/details/144594274</link><guid>https://blog.youkuaiyun.com/xiaowu1997/article/details/144594274</guid><author>xiaowu1997</author><pubDate>Thu, 19 Dec 2024 20:36:37 +0800</pubDate><description><![CDATA[期权VIX指数构建与择时应用]]></description><category></category></item></channel></rss>