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Matlab-GUI equity derivative calculator

4.0 | 1 rating Rate this file 6 Downloads (last 30 days) File Size: 79.9 KB File ID: #15095 Version: 1.0
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Matlab-GUI equity derivative calculator


Biao (view profile)


24 May 2007 (Updated )

equity derivative calculator using matlab GUI

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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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Comments and Ratings (1)
25 Sep 2007 jayprakash singh


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