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updated 3 months ago

Black and Shcoles calculator by Hanan Kavitz

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

blscalculator(varargin)

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updated 1 year ago

Improving MATLABĀ® performance when solving financial optimization problems by Sri Krishnamurthy

Jorge Paloschi,PHD and Sri Krishnamurthy,CFA May 2011, http://www.wilmott.com/magazine.cfm (optimization, finance, symbolic)

OptimizationWithSymbolicToolboxDemo()

vectorize(s)

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updated 2 years ago

Portfolio Optimizer Tool by Patric Schenk

Portfolio Optimizer Tool (data import, gui, finance)

portfoliotool(varargin)

ExcelReport

Portfolio

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updated 3 years ago

generate_date_from_uicalendar by Peter Lindberg

A simple code example, for generating date output as char from UICalendar. (uicalendar, gui)

generate_date_from_uicalendar

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updated almost 4 years ago

Algorithmic Trading with MATLAB - 2009 update by Ameya Deoras

M-file scripts and Simulink models from webinar on 28 May 2009 (algorithmic trading, high frequency, finance)

callnnpiter

ema(x,N)

emstd(X,N)

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updated 4 years ago

Simple option pricing GUI by Ameya Deoras

A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer (blackscholes, pricing, analysis)

optPriceVal(type, Price, Strike, Rate, Time, Vol, Yield, St...

optionpricegui2(varargin)

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updated 5 years ago

Visualize dynamic hedging by Dimitri Shvorob

(via an interactive GUI) (hedgedemo, gui, analysis)

blscallprice(S,K,r,t,sigma)

blsputprice(S,K,r,t,sigma)

hedgedemo

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