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從 FpML 到 QuantLib
Alvin Cho
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Python, FpML, 與QuantLib結合的第一次嚐試
FpML, Python, 與QuantLib結合的第一次嚐試股票期權 -- 從 FpML 到 QuantLib導入 FpML 文件用 QuantLib 建立模型讀取市場數據估值 股票期權 – 從 FpML 到 QuantLib © 2019 Alvin Cho. Provided ‘AS IS’. 29 April 2019. No copyright! Any quantitative met...原创 2019-05-02 05:33:21 · 757 阅读 · 0 评论 -
FpML to QuantLib 外滙美式選擇權估值
FpML to QuantLib 外滙美式選擇權估值 Non-Copylefted 2019 Alvin Cho. Provided ‘AS IS’. 7 May 2019. Any quantitative method used in this file may not 100% correct for some reasons. Please use after you fully unde...原创 2019-05-07 20:57:13 · 354 阅读 · 1 评论 -
FpML to QuantLib 外滙歐式Barrier選擇權估值 fx-ex12-fx-barrier-option.xml
FpML to QuantLib 外滙歐式Barrier選擇權估值 Non-Copylefted 2019 Alvin Cho. Provided ‘AS IS’. 10 May 2019. Any quantitative method used in this file may not 100% correct for some reasons. Please use them after y...原创 2019-05-10 18:34:11 · 431 阅读 · 0 评论