No BSD License
-
American(varargin)
AMERICAN M-file for American.fig
-
AssetorNth(varargin)
ASSETORNTH M-file for AssetorNth.fig
-
CashorNth(varargin)
CASHORNTH M-file for CashorNth.fig
-
Chooser(varargin)
CHOOSER M-file for Chooser.fig
-
Compound(varargin)
COMPOUND M-file for Compound.fig
-
DerivativeGui(varargin)
DERIVATIVEGUI M-file for DerivativeGui.fig
-
European(varargin)
EUROPEAN M-file for European.fig
-
Exchange(varargin)
EXCHANGE M-file for Exchange.fig
-
GeometricAverage(varargin)
GEOMETRICAVERAGE M-file for GeometricAverage.fig
-
IndexFuture(varargin)
INDEXFUTURE M-file for IndexFuture.fig
-
LookBack(varargin)
LOOKBACK M-file for LookBack.fig
-
Power(varargin)
POWER M-file for Power.fig
-
ExchangeValue=ExchangeOption(...
-
ForwardValue=StockForward(S,d...
-
OptionValue=ChooserOption(S,k...
-
[Call,Put]=EuroAssetDigital(R...
-
[Call,Put]=EuroDigitalGB(R,D,...
-
[call,put]=FloatingLookback(S...
Floating strike Lookback option
-
[call,put]=GeometricAsia(S,k,...
-
[call,put]=PowerOption(S,k,r,...
-
[call,put]=americanoption(s,k...
author:QuantHR
-
price=EuropeanCompound(s,k1,k...
calculate european compound option;
-
sum=cbnd(a,b,p)
calculation of cumulative probability in bivariate normal distribution;
-
View all files
Matlab-GUI equity derivative calculator
by Biao
24 May 2007
(Updated 24 May 2007)
equity derivative calculator using matlab GUI
|
Watch this File
|
| File Information |
| 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)
|
|
Tags for This File
|
| Everyone's Tags |
|
| Tags I've Applied |
|
| Add New Tags |
Please login to tag files.
|
| Comments and Ratings (1) |
| 25 Sep 2007 |
jayprakash singh
|
|
|
|
Contact us at files@mathworks.com