Pricing Derivatives Securities using MATLAB

Versione 1.6.0.0 (330 KB) da Mayeda Reyes-Kattar
Examples of pricing derivatives securities using MATLAB
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Aggiornato 29 ott 2010

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A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".

Highlights:
* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.
* Pricing exotic options using the implied trinomial tree (ITT) method
* Hedging using derivatives
* Pricing interest rate derivatives using the BDT model

Cita come

Mayeda Reyes-Kattar (2025). Pricing Derivatives Securities using MATLAB (https://it.mathworks.com/matlabcentral/fileexchange/14508-pricing-derivatives-securities-using-matlab), MATLAB Central File Exchange. Recuperato .

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Creato con R2007a
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Versione Pubblicato Note della release
1.6.0.0

Per Leslie's request, removed most of the slides except the ones needed to explain the examples.
1.4.0.0

Converted a Powerpoint file to a pdf file.
1.2.0.0

BSD license
1.1.0.0

Added BSD license
1.0.0.0