Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Tags:binomial
| Title | Added by | Added on |
| [Code » VBA/Excel] Implied Binomial Tree | abiao | 2011/04/06 |
| [Code » C++] Barrier Option Pricing Using Adjusted Transition Probabilities | abiao | 2010/04/05 |
| [Others] Binomial Tree | bo | 2010/03/31 |
| [Code » Matlab] Binomial tree for American option | abiao | 2009/05/20 |
| [Code » Matlab] Nine Ways to Implement Binomial Tree Option Pricing | abiao | 2009/05/18 |
| [Code » Matlab] A Simple Trick to Avoid Oscillation in Binomial Trees | abiao | 2008/11/27 |
| [Code » C++] Vasicek model in binomial tree | abiao | 2008/09/02 |
| [Code » Matlab] Calibration of a binomial tree to the volatility surface | abiao | 2008/07/30 |



