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Pricing Derivatives Securities using MATLAB

version 1.6 (330 KB) by

Examples of pricing derivatives securities using MATLAB

4.18182
11 Ratings

7 Downloads

Updated

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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

Comments and Ratings (12)

Kim Chiang

Ray

Ray (view profile)

This is an excellent example.I hope more webinar will come up for this FinDeri Toolbox

xq ji

xq ji (view profile)

Good work! It's very useful for me.

Thecloser

shobhan mandal

Magesh Ranganathan

octavianus wu

denise Leo

Zhao yuxiang

Gavin Curran

Very useful examples.

hussain sher

that's the good

raj singh

excellent stuff

Updates

1.6

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

1.4

Converted a Powerpoint file to a pdf file.

1.2

BSD license

1.1

Added BSD license

MATLAB Release
MATLAB 7.4 (R2007a)

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