Corrado and Su (1996) European Option Prices by Semin Ibisevic

Compute European put and call option prices using the Corrado and Su (1996) model. (option pricing, european, call)

csprice.m

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)

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)

Tip: calling subfunctions from outside m-file (Final) by Sung Soo Kim

Calling/debugging subfunctions or writing large subfunctions is straight forward with this trick. (subfunction, varargin, eval)

myFunc(fid, varargin)

dep by Thomas Guillod

Make a dependency report for a matlab file and plot the call graph. Make only static code analysis. (report, dependency, calling)

dep(indir,main,reclim,others,fileout)

dep1()

dep2()

Discrete Time Option Pricer for Jump Diffusion Processes by Nils Delava

Finds value of a European option using lattice methodology under a Merton Jump Diffusion process. (call, european option, jumpdiffusion)

[answer]=JDEuropean(S0,X,r,T,sigma,D,lambda,v,mu,n,flag1)

Heston Option Pricer by Rodolphe Sitter

Compute European call option price using the Heston model and a conditional Monte-Carlo method (heston, blackscholes, call)

Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)

CallLapack - Matlab interface of Lapack and Blas functions by Pawel Kowal

Matlab mex function wrapping all Lapack and BLAS routines (linear algebra, lapack, blas)

select_eigenvalues_C(x)

select_eigenvalues_C2(x,y)

select_eigenvalues_D(x,y)

externalfcn by Brett Shoelson

Enables calls to functions outside of the current path. (path, directories, files)

externalfcn(a,varargin);

Call .m from Fortran by Alex Pudmenzky

This program serves as a simple example on how to interface a Fortran program to MATLAB. (call, interface, fortran)

Calling Tree by Mark Jobse

Function creates tree structure of funtion calls in m-file. (directories, call, file)

append(array_in, array_to_append)

calling(filename)

calling_tree(filename, restriction, cell)