callhedgestatistics.form

金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料

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                      <Properties>
                        <Property name="text" type="java.lang.String" value=" UNDERLYING"/>
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                      <Properties>
                        <Property name="editable" type="boolean" value="false"/>
                        <Property name="text" type="java.lang.String" value="S(0):"/>
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                      <Properties>
                        <Property name="editable" type="boolean" value="false"/>
                        <Property name="text" type="java.lang.String" value="Market drift:"/>
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                    </Component>
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                      <Properties>
                        <Property name="editable" type="boolean" value="false"/>
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                        <Property name="editable" type="boolean" value="false"/>
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                        <Property name="text" type="java.lang.String" value=" CALL"/>
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                        <Property name="editable" type="boolean" value="false"/>
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                      <Properties>
                        <Property name="editable" type="boolean" value="false"/>
                        <Property name="text" type="java.lang.String" value="Time to expiration (years):"/>
                      </Properties>
                    </Component>
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                      <Properties>
                        <Property name="editable" type="boolean" value="false"/>
                        <Property name="text" type="java.lang.String" value="Risk free rate (decimal):"/>
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                    </Component>
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                        <Property name="text" type="java.lang.String" value=" SIMULATION"/>
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                        <Property name="editable" type="boolean" value="false"/>
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                      <Properties>
                        <Property name="editable" type="boolean" value="false"/>
                        <Property name="text" type="java.lang.String" value="Number of paths:"/>
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                      <Properties>
                        <Property name="editable" type="boolean" value="false"/>
                        <Property name="text" type="java.lang.String" value="Number of branches per path:"/>
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                    </Component>
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                        <Property name="text" type="java.lang.String" value=" HEDGE"/>
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                        <Property name="editable" type="boolean" value="false"/>
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                        <Property name="editable" type="boolean" value="false"/>
                        <Property name="text" type="java.lang.String" value="Proportional transaction cost:"/>
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                        <Property name="editable" type="boolean" value="false"/>
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                        <Property name="editable" type="boolean" value="false"/>
                        <Property name="text" type="java.lang.String" value="% price change to trigger hedge trade:"/>
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                        <Property name="text" type="java.lang.String" value="Minimum variance deltas"/>
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                        <Property name="text" type="java.lang.String" value="Monte Carlo deltas"/>
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                        <Property name="text" type="java.lang.String" value="Quotient deltas"/>
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