Financial Seminar Demos: All Files - File Exchange

Code covered by the BSD License

Highlights from
Financial Seminar Demos

blsvis(varargin) BLSVIS M-file for blsvis.fig
dfdb_port_opt(varargin) DF_PORT_OPT Datafeed Portfolio Optimizer - Graphical User Interface.
PortVaRmc(nsim) portfolio VaR using Monte Carlo
blsimpv(so,x,r,t,call,maxiter... BLSIMPV Black-Scholes implied volatility.
bondprice2spread(varargin) BONDPRICE2SPREAD: Static Spread to a reference spot curve.
excelget(FileName, SheetNo, R... EXCELGET Load Excel data into MATLAB.
excelget(FileName, SheetNo, R... EXCELGET Load Excel data into MATLAB.
excelget(FileName, SheetNo, R... EXCELGET Load Excel data into MATLAB.
garchFXdemo GARCH(1,1) Foreign Exchange (FX) Simulation/Estimation Demo.
montecarlo(iVal,mRet,volat,t,... MONTECARLO Monte-Carlo Simulation.
multimc(hVal,t,nSim)
oprice
oprice
optrisk Delta-gamma VaR estimation on Portfolio Data
termfit(... TERMFIT Fitted smoothed zero curve from coupon bond prices.
zbtprice(Bonds, Prices, Settl... ZBTPRICE An updated Zero Curve Bootstrapping from Coupon Bond Data Given Price.
PortVaRreturns.m
ProcessInst.m
ProcessInstBDT.m
spotcurvefit.m
DataFeed/Database Portfolio O...
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from Financial Seminar Demos by Michael Weidman
Demos commonly used at The MathWorks financial modeling seminars.

All files for Financial Seminar Demos

/DFDBportOpt/DFDBPortOpt.jpg
/DFDBportOpt/ReadMe.pdf
/DFDBportOpt/assets2000.mdb
/DFDBportOpt/dfdb_port_opt.m
/DFDBportOpt/dfdbportopthelp.html
/DFDBportOpt/mymenufile.fig
/GarchFXdemo/ReadMe.pdf
/GarchFXdemo/garchFXdemo.m
/GarchFXdemo/garchFXdemo.mat
/Introduction.pdf
/MLTutorial/ReadMe.pdf
/OpriceAnimation/ReadMe.pdf
/OpriceAnimation/blsimpv1.m
/OpriceAnimation/oprice.m
/OpriceAnimation/opriceint.m
/OptVaR/ReadMe.pdf
/OptVaR/equity.xls
/OptVaR/excelget.m
/OptVaR/optrisk.m
/PortVaRmc/PortVaRmc.m
/PortVaRmc/ReadMe.pdf
/PortVaRmc/equity.xls
/PortVaRmc/excelget.m
/PortVaRmc/montecarlo.m
/PortVaRmc/multimc.m
/PortVaRreturns/PortVaRreturns.m
/PortVaRreturns/ReadMe.pdf
/PortVaRreturns/equity.xls
/PortVaRreturns/excelget.m
/SpotCuveFit/ReadMe.pdf
/SpotCuveFit/bonddata.xls
/SpotCuveFit/bondprice2spread.m
/SpotCuveFit/disneybond.xls
/SpotCuveFit/splinemovie.mat
/SpotCuveFit/spotcurvefit.m
/SpotCuveFit/termfit.m
/SpotCuveFit/zbtprice.m
/XLderiv/HJMBDTDemo.xls
/XLderiv/ProcessInst.m
/XLderiv/ProcessInstBDT.m
/XLderiv/ReadMe.pdf
/blsvis/ReadMe.pdf
/blsvis/blsdata1.mat
/blsvis/blsdata2.mat
/blsvis/blsvis.fig
/blsvis/blsvis.jpg
/blsvis/blsvis.m
/license.txt

Highlights from Financial Seminar Demos

Highlights from
Financial Seminar Demos