impliedvolatilitysmile.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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                <Component class="javax.swing.JTextField" name="jTextField1">
                  <Properties>
                    <Property name="editable" type="boolean" value="false"/>
                    <Property name="text" type="java.lang.String" value="S(0):"/>
                  </Properties>
                </Component>
                <Component class="javax.swing.JTextField" name="jTextField2">
                  <Properties>
                    <Property name="editable" type="boolean" value="false"/>
                    <Property name="text" type="java.lang.String" value="market drift:"/>
                  </Properties>
                </Component>
                <Component class="javax.swing.JTextField" name="jTextField3">
                  <Properties>
                    <Property name="editable" type="boolean" value="false"/>
                    <Property name="text" type="java.lang.String" value="volatility:"/>
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                </Component>
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                    <Property name="editable" type="boolean" value="false"/>
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                </Component>
                <Component class="javax.swing.JTextField" name="jTextField5">
                  <Properties>
                    <Property name="editable" type="boolean" value="false"/>
                    <Property name="text" type="java.lang.String" value="risk free rate:"/>
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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 interpolating points:"/>
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                </Component>
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                    <Property name="text" type="java.lang.String" value="   CALLS"/>
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                  <Properties>
                    <Property name="editable" type="boolean" value="false"/>
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                </Component>
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                  <Properties>
                    <Property name="editable" type="boolean" value="false"/>
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                </Component>
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                    <Property name="editable" type="boolean" value="false"/>
                    <Property name="text" type="java.lang.String" value="maximum strike:"/>
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                    <Property name="editable" type="boolean" value="false"/>
                    <Property name="text" type="java.lang.String" value="rehedge interval (years):"/>
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                </Component>
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                    <Property name="editable" type="boolean" value="false"/>
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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="targeted return:"/>
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