Pricing Derivatives Securities using MATLAB: All Files - File Exchange

Code covered by the BSD License

Highlights from
Pricing Derivatives Securities using MATLAB

portbrowser(varargin) PORTBROWSER M-file for portbrowser.fig
treedemonew(Command, Trees,Po... TREEDEMONEW Display all four price tree models: BDT, HW, HJM nad BK
optionvanilla(S,E,r,T,sigma,d... OPTIONVANILLA Price European call or put using montecarlo simulation.
exampleBDT.m
exampleCRR.m
examplemonteBS.m
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from Pricing Derivatives Securities using MATLAB by Mayeda Reyes-Kattar
Examples of pricing derivatives securities using MATLAB

All files for Pricing Derivatives Securities using MATLAB

/ITTexample.xls
/Pricing_Derivatives_Securities_Using_MATLAB.pdf
/exampleBDT.m
/exampleCRR.m
/examplemonteBS.m
/license.txt
/optionvanilla.m
/portbrowser.asv
/portbrowser.fig
/portbrowser.m
/treedemonew.m
/treedemonew.mat

Highlights from Pricing Derivatives Securities using MATLAB

Highlights from
Pricing Derivatives Securities using MATLAB