Recorded Webinar: Pricing Derivative Securities with MATLAB
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This webinar covers how financial services professionals utilize MATLAB to price fixed income and equity derivatives. Demonstrations will focus on hedging portfolios with and the pricing of vanilla and exotic instruments. The examples shown in the presentation will demonstrate the functionality in the Financial Derivatives Toolbox and other MathWorks products.
Webinar Highlights:
- Hedging using derivatives
- Pricing portfolios of vanilla options
- Pricing exotic options using the implied trinomial tree (ITT) method
This webinar is for practitioners or academics in finance who focus on either quantitative analysis, modeling and asset valuation. It is not necessary for attendees to be familiar with MATLAB, although it will help.
Download webinar demo files from MATLAB Central.
Product Focus
- MATLAB®
- Financial Toolbox
- Financial Derivatives
This webinar was recorded on 29 Mar 2007
Duration: 44 Minutes