image thumbnail

updated 3 months ago

Asian Arithmetic Option Delta by Anna Borisova

Pricing of Arithmetic Asian Option (options, asianoption, arithmeticoption)

asoptval( s0, r, sigma, T, n, sim, STR, cp, lev, PLT )

image thumbnail

updated 6 months ago

FQuantToolBox V1.3[NoHistData] byLY_faruto by faruto

faruto (view profile)

FQuantToolBox: A Data and Backtesting Quant Tool Box based on MATLAB by faruto. (quant, stock, trade)

GetIndexList_Web.m

GetIndexTSDay_Web.m

GetStockList_Web.m

image thumbnail

updated 1 year ago

Get continuous live Option Prices from yahoo finance by Haidar Haidar

This code connect to Yahoo finance and download live continuous call and put option prices (download, options, download live option ...)

[C,T]=Tri_C(P_Mins,OPEN,L_MRKT)

image thumbnail

updated 2 years ago

Previous Working Day by Jennifer GALPERIN

Retrieves the previous working day for a given date and holiday schedule. (trading, options, dates)

previousWorkday( hDate,holidaySchedule )

image thumbnail

updated 2 years ago

Options Expiration Friday Date Calculator by Jennifer GALPERIN

Calculates the date in a given month that options will expire (Friday). (finance, trading, options)

getExpiryFri( month )

image thumbnail

updated 2 years ago

Merton Jump Diffusion Option Price (Matrixwise) by Mark Whirdy

Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface (merton, options, finance)

calcMJDOptionPrice(cp,S,K,T,sigma,r,q,lambda,a,b,n)

image thumbnail

updated 2 years ago

Black and Shcoles calculator by Hanan Kavitz

Hanan Kavitz (view profile)

Graphical Black and Shcoles calculator for visualizing different sensetives (bls, black and shcoles, gui)

blscalculator(varargin)

image thumbnail

updated 3 years ago

Black and Scholes formula - European options on dividend paying stocks by Lorenzo Brancali

This code computes the price of a Call and a Put option on dividend paying stocks (black scholes, options, dividend)

BS(S,K,sigma,tau,r,D)

image thumbnail

updated 3 years ago

List Selection Dialog by Ivar Eskerud Smith

A dialog to select multiple strings from a set of specified strings. (list, selection, options)

listSelectionDialog(varargin)

image thumbnail

updated 3 years ago

combineOpt by Andrey Popov

Andrey Popov (view profile)

Combine user provided option's structure with a default one (structures, cell arrays, function)

combineOpt(options,default_options)

image thumbnail

updated almost 5 years ago

Historical Volatility by Josiah Renfree

Calculates the annualized historical volatility for a stock over the previous N trading days. (historical volatility, volatility, stocks)

hist_vol(ticker, N)

image thumbnail

updated 11 years ago

Settings File by Roy Schestowitz

Get settings from file. (settings, options, external)

my_program (args)

image thumbnail

updated 11 years ago

Child Window by Roy Schestowitz

Child window with parameter passing. (gui tools, example, child)

child(varargin)

main(varargin)

image thumbnail

updated almost 16 years ago

MCSpreadOption.m by Espen Haug

Monte Carlo Simulation Spread Options (finance, modeling, analysis)

Contact us