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1. binominal-model binominal-model Public

   用二叉树模型计算欧式、美式期权价格

   MATLAB

2. daily_debt_market daily_debt_market Public

   自动采集上交所债券成交概况（日数据），并保存至csv【官网链接：http://www.sse.com.cn/market/bonddata/overview/day/】

   Python 1 1

3. finite_difference_methods finite_difference_methods Public

   Compare the result and its stablity of three finite difference methods (explicit scheme, implicit scheme, and Crank-Nicolson scheme) for pricing the European put option under the Black-Scholes model

   MATLAB 1

4. monte-carlo-simulation monte-carlo-simulation Public

   用蒙特卡洛模拟计算欧式期权价格

   MATLAB

5. Newtons-dichotomy Newtons-dichotomy Public

   用牛顿二分法计算欧式期权隐含波动率

   MATLAB 1

6. the_Greeks the_Greeks Public

   Use the central difference method, the pathwise derivative method and the likelihood ratio method to calculate the Greeks respectively.

   MATLAB