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Matlab-GUI equity derivative calculator

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Matlab-GUI equity derivative calculator

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24 May 2007 (Updated )

equity derivative calculator using matlab GUI

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Description

Learn Matlab GUI to code an equity derivative calculator, options include:

European option
American option
Asian option
Index future
Cash-or-nothing option
Asset-or-nothing option
Lookback option
Chooser option
Compound option
Exchange option
Power option

Unzip the EquityDerivGUI file to a directory of your local computer, change the directory to be the current directory of your matlab, run main file DerivativeGui.m. tested under Matlab7.0.1.

Required Products Financial Derivatives Toolbox
Financial Toolbox
Optimization Toolbox
MATLAB release MATLAB 7.0.1 (R14SP1)
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25 Sep 2007 jayprakash singh

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