随笔分类 -  Python

python-Mcmc
摘要:Python pandas的效率比较: 1 from time import time 2 from math import exp,sqrt,log 3 from random import gauss,seed 4 seed(20000) 5 t0 = time() 6 7 S0 = 100 ... 阅读全文

posted @ 2016-01-05 21:27 Ja ° 阅读(778) 评论(0) 推荐(0)

python-期权定价
摘要:1 from math import log,sqrt,exp 2 from scipy import stats 3 4 def bsm_call_value(S0,K,T,r,sigma): 5 S0 = float(S0) 6 d1 = (log(S0 / K) + (r ... 阅读全文

posted @ 2016-01-05 21:23 Ja ° 阅读(3289) 评论(0) 推荐(0)

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