期权二叉树的算法

资 源 简 介

用matlab实现金融数学中，关于期权二叉树的算法，非常经典，是我大三时，帮大四的师兄写的

详 情 说 明

In this text, the author mentions their use of Matlab to implement the classic algorithm for option binomial trees in financial mathematics. This algorithm, which was developed during the author's third year of study, was used to assist a senior student in their fourth year of study. The binomial tree algorithm is a widely recognized and utilized method in the field of finance for valuing options. It is a discrete-time model that can be used to approximate the price of an underlying asset over time. The algorithm is based on the principles of probability theory and statistical analysis, and can be used to calculate the value of options for a variety of different underlying assets, including stocks, currencies, and commodities. By implementing this algorithm in Matlab, the author was able to gain a deeper understanding of the principles behind it, as well as improve their skills in both programming and financial mathematics.