├── .gitignore ├── 1_产品介绍 ├── 国泰君安新盈雪球增利3号 │ ├── 国泰君安新盈雪球增利3号集合资产管理计划管理合同.pdf │ ├── 国泰君安新盈雪球增利3号集合资产管理计划说明书.pdf │ ├── 国泰君安新盈雪球增利3号集合资产管理计划起始运作公告.pdf │ └── 国泰君安新盈雪球增利3号集合资产管理风险揭示书.pdf └── 招银理财招越臻选联动系列92号 │ └── 2023-08-06-招银理财招越臻选联动系列92号理财计划_0_2023-08-03.pdf ├── 2_雪球蒙特卡洛定价 ├── MC下的雪球delta.png ├── MC下的雪球收益分布.png └── snowball_mc.py ├── 3_雪球有限差分定价 ├── FDM下的雪球delta.png ├── FDM下的雪球delta_3D.png ├── FDM下的雪球gamma.png ├── FDM下的雪球gamma_3D.png ├── FDM下的雪球rho.png ├── FDM下的雪球rho_3D.png ├── FDM下的雪球theta.png ├── FDM下的雪球theta_3D.png ├── FDM下的雪球vega.png ├── FDM下的雪球vega_3D.png ├── basic_fdm.py ├── bs.py ├── snowball_fdm.py ├── snowball_fdm_q.py ├── vanilla_fdm.py ├── 红利率变化下的雪球价格.xlsx └── 雪球定价结果.xlsx ├── 4_雪球蒙特卡洛情景分析 ├── MC下的雪球情景分析.xlsx └── snowball_mc_scenario.py ├── 5_欧式看跌期权theta绘制 ├── 欧式看跌期权空头theta.png └── 欧式看跌期权空头theta.py ├── 6_利用期货对冲的BS方程推导 └── 利用期货对冲的BS方程推导.md ├── LICENSE └── README.md /.gitignore: -------------------------------------------------------------------------------- 1 | */__pycache__ 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