## MATLAB期权数值解算法及股票预测模型

Numerical Solution Algorithms and Stock Options Prediction Model
Abstract:With the rapid development of China's capital market and income levels increase, more and more people to participate in options, stocks and other investments in the market, hoping to achieve wealth preservation and appreciation, although some investment which can bring high returns to , but they still have a higher risk, with the change of time, prices have also been changed, investors need a theory to explain the reasons for price changes, and the need for a scientific prediction methods to guide investment, reach to avoid risk, to obtain higher returns results. this paper describes three kinds of numerical methods of option pricing, Monte Carlo simulation, the binary tree method and finite difference method. their ideology, basic principles for solving steps described and used MATLAB programming for the edited program will be calculated in the current Chinese market, there are also options products, these three methods used in today's Baoshan Iron & Steel Co., Ltd., is taken to calculate the data, observations, summed it up finite difference method is more suitable for Chinese options markets in an analysis of the options, the stock price, it can be predicted, proposed Monte Carlo - mean method hybrid prediction. Monte Carlo - mean prediction method combines the Monte Carlo method and mean prediction method has the advantage, but also to avoid the drawbacks of these two methods. stock price forecasting process, generally the first data is more accurate, and the volatility of smaller, more accurate predictions.

Keywords: Monte Carlo simulation method; binary method; finite difference method; options; mean prediction

1. 引言    1
2. 预备知识    1
2.1. 蒙特卡罗法    1
2.1.1. 蒙特卡罗法的基本原理    1
2.1.2. 蒙特卡罗法的应用    3
2.2. 期权定价的二叉树法    5
2.2.1. 二叉树法的基本原理及计算步骤    6
2.2.2. 无收益资产的期权定价    8
2.3. 有限差分法    12
2.3.1. 有限差分法的基本思想    12
2.3.2. 差商法    13
2.3.3. 内含有限差分法和外推有限差分法    14
2.3.4. 期权的外推有限差分法定价    16
2.4. 本节小结    17
3. 期权定价的三种基本数值方法来求解宝钢期权并进行比较    18 MATLAB期权数值解算法及股票预测模型:http://www.lwfree.cn/shuxue/20170116/2320.html
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