An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results
标签： considered simulated maturity example
上传时间： 2017-05-07
上传用户：hjshhyy
code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
标签： n-to-default coefficients T-copul basket
上传时间： 2013-12-24
上传用户：小鹏
kernel module and system call pgming
标签： kernel module system pgming
上传时间： 2014-12-03
上传用户：曹云鹏
This is good book for anyone discover and subvert Window kernel.
标签： discover subvert anyone Window
上传时间： 2013-12-26
上传用户：fredguo
IA-64 Linux Kernel-Design and Implementation-Virtual Memory
标签： Implementation-Virtual Kernel-Design Memory Linux
上传时间： 2013-12-14
上传用户：zukfu
ITU-T X.50 是国际电联推荐的协议
上传时间： 2014-12-19
上传用户：黄华强
LG Digital Half-NIM tuner for COFDM (DVB-T) Specification
标签： Specification Half-NIM Digital COFDM
上传时间： 2017-05-11
上传用户：ardager
matlab 代码,实现了ITU-T V.32建议的 modem 整体仿真实现。
上传时间： 2014-10-26
上传用户：GavinNeko
Want to try a copy of Linux 2.6.29-rc5 in progess with Angstom and Opie? Opie probably isn t good for much but testing but it is kind of fun. This has a very slow boot, which is much improved since this NAND image was made. NAND image of Linux 2.6.9-rc5 with Angstrom and Opie for test. Download file. Set to NOR and power on. Install using the vivi command "Restore NAND Flash from HOST thru USB" Turn off, set to NAND, turn on. Enjoy.
标签： Opie probably Angstom progess
上传时间： 2013-12-17
上传用户：gaojiao1999
Find an introduction to the architecture, concepts and algorithms of the Linux kernel in Professional Linux Kernel Architecture, a guide to the kernel sources and large number of connections among subsystems.
标签： introduction architecture Professiona algorithms
上传时间： 2014-01-15
上传用户：TRIFCT
