image thumbnail

updated 12 months 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 1 year ago

Dependency Analyzer by Alexander Mering

Starting from a given directory, the dependencies of all files are analyzed and visualized as a map. (dependency, files, call)

Build_Dependency_Map(root_dir, varargin)

Retrieve_Directory_Structure(root_dir, file_types, exclus...

Write_Dependency_Report(directory_structure, file_list, u...

image thumbnail

updated 1 year ago

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

image thumbnail

updated almost 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

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, call, eval)

myFunc(fid, varargin)

image thumbnail

updated 4 years ago

dep by Thomas Guillod

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

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

dep1()

dep2()

image thumbnail

updated 4 years ago

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. (finance, option, jumpdiffusion)

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

image thumbnail

updated 5 years ago

Heston Option Pricer by Rodolphe Sitter

Compute European call option price using the Heston model and a conditional Monte-Carlo method (finance, stochastic, volatility)

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

image thumbnail

updated almost 8 years ago

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)

image thumbnail

updated almost 11 years ago

externalfcn by Brett Shoelson

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

externalfcn(a,varargin);

image thumbnail

updated 11 years ago

Call .m from Fortran by Alex Pudmenzky

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

image thumbnail

updated almost 12 years ago

Calling Tree by Mark Jobse

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

append(array_in, array_to_append)

calling(filename)

calling_tree(filename, restriction, cell)

Contact us