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| Date | File | Tags |
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| 07 Nov 2009 |
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Heston Option Pricer Compute European call option price using the Heston model and a conditional Monte-Carlo method | 66 | 0 | ||
| 01 Jun 2009 |
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Algorithmic Trading with MATLAB - 2009 update M-file scripts and Simulink models from webinar on 28 May 2009 | 205 | 7 | ||
| 26 May 2009 | Portfolio Optimisation using MATLAB Builder for Java This demo uses the Java Swing libraries and MATLAB Builder for Java to create a Portfolio Optimisati | 63 | 3 | |||
| 24 Apr 2009 |
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MATLAB no Desenvolvimento de Modelos para Financas Slides and demo files using Brazilian market data. | 123 | 0 | ||
| 06 Apr 2009 | Constant Volume Bars Constant Volume Bars | 7 | 1 | |||
| 13 Mar 2009 | CDS pricer This short routine calculates the mark-to-market price of a credit default swap. | 118 | 0 | |||
| 16 Feb 2009 | eomdateAN Allow for negative and bigger than 12 month number with eomdate.m function | 11 | 0 | |||
| 13 Jan 2009 | Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms Files used in the webinar of the same name | 55 | 2 | |||
| 07 Dec 2008 |
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Chinese Matlab Digest: Matlab Technical Bulletin Chinese Matlab Digest is the first matlab digest published in Chinese by www.iLoveMatlab.cn | 42 | 0 | ||
| 09 Nov 2008 | ECB Statistical Data Warehouse Download econometric time series from the ECB Statistical Data Warehouse. | 12 | 0 | |||
| 06 Oct 2008 | Simple option pricing GUI A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer | 32 | 0 | |||
| 28 Aug 2008 | Pricing Basket Option Functions for pricing of a basket option | 57 | 0 | |||
| 10 Jul 2008 | Convert covariance matrix to correlation matrix Converts covariance matrix to correlation matrix setting exactly 1-s on its main diagonal | 22 | 2 | |||
| 09 Jun 2008 |
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Monte Carlo simulations using MATLAB Demonstrations of Monte Carlo simulations in MATLAB | 454 | 7 | ||
| 04 Jun 2008 |
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Asian Option - Pricing using Monte Carlo Control Variate Method Price asian option using Monte carlo control Variate | 79 | 2 | ||
| 29 Jan 2008 |
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Visualize dynamic hedging (via an interactive GUI) | 117 | 2 | ||
| 28 Dec 2007 | MathWorks Webinar: Using Genetic Algorithms in Financial Applications Presentation and M-Files for MathWorks Webinar | 73 | 3 | |||
| 15 Oct 2007 |
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Mean-variance portfolio optimization using GA and PATTERNSEARCH (A not-too-serious experiment / code sample) | 198 | 2 | ||
| 24 May 2007 |
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Matlab-GUI equity derivative calculator equity derivative calculator using matlab GUI | 45 | 1 | ||
| 04 May 2007 |
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Nilrep's Charting Challenge !! This is Nilrep's Charting Challenge. Are you good at Charting ?? | 101 | 1 | ||
| 03 Apr 2007 |
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Pricing Derivatives Securities using MATLAB Examples of pricing derivatives securities using MATLAB | 106 | 5 | ||
| 19 Mar 2007 |
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Technical Analysis Tool GUI for viewing various simple technical analysis indicators of a time series | 52 | 1 | ||
| 06 Dec 2006 |
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Using MATLAB to Develop Asset-Pricing Models Scripts to build and test Fama & French three-factor model. | 75 | 7 | ||
| 31 Aug 2006 | Black-Scholes Option Value Web Application - Java/Tomcat This example code demonstrates how to access Java components generated by MATLAB Builder for Java fr | 55 | 0 | |||
| 31 Aug 2006 | Black-Scholes Option Value (Web - ASP.NET) This example code demonstrates how to access .NET and COM components generated by MATLAB Builder for | 29 | 0 | |||
| 15 May 2006 |
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Interactive Efficient Frontier Viewer Efficient Frontier Viewer using nested functions | 24 | 0 | ||
| 30 Jan 2006 |
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Using MATLAB to Develop Portfolio Optimization Models Scripts to create time-evolving efficient frontiers and to backtest results. | 133 | 7 | ||
| 18 Oct 2005 |
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ZigZag - Financial Indicator Wave Read Yahoo Stock price and generate ZigZag Wave. | 32 | 0 | ||
| 24 Feb 2005 | WSMA The calculation of the WSMA. | 125 | 1 | |||
| 05 Mar 2004 | Financial Seminar Demos Demos commonly used at The MathWorks financial modeling seminars. | 64 | 7 | |||
| 03 Mar 2004 |
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Option Pricing Demo Demo of an option pricing tool | 39 | 0 | ||
| 23 Dec 2003 |
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Pricing Derivatives Ilustrates how to price an instrument portfolio. | 24 | 1 | ||
| 18 Dec 2003 |
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Efficient Frontier GUI Efficient frontier from Yahoo or database data. | 39 | 3 | ||
| 02 Sep 2003 |
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TechTradeTool A toolbox for calculating and optimizing technical analysis trading systems. | 27 | 1 | ||
| 08 May 2003 | Payment Calculator Example loan payment calculator using Swing and MATLAB. | 120 | 3 | |||
| 05 Nov 2002 | Display Stock Data Internet enabled data analysis and visualization. | 52 | 16 | |||
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