摘要
基于MATLAB,对金融工程的几大核心问题,如金融时间序列数据分析、风险组合VaR计算、金融衍生产品定价等进行介绍与实证模拟计算.
This paper reviewed several key problems in estimate, option pricing, etc. Also, we have presented LAB. financial engineering, including GARCH model, Var an empirical study on these problems based on MATLAB.
出处
《重庆文理学院学报（自然科学版）》
2008年第3期58-61,共4页
Journal of Chongqing University of Arts and Sciences
