Previous Working Day by Jennifer GALPERIN

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

previousWorkday( hDate,holidaySchedule )

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 )

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)

Black and Shcoles calculator by Hanan Kavitz

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

blscalculator(varargin)

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)

List Selection Dialog by Ivar Eskerud Smith

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

listSelectionDialog(varargin)

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)

combineOpt by Andrey Popov

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

combineOpt(options,default_options)

Historical Volatility by Josiah Renfree

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

hist_vol(ticker, N)

Settings File by Roy Schestowitz

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

my_program (args)

Child Window by Roy Schestowitz

Child window with parameter passing. (subwindow, child, option)

child(varargin)

main(varargin)

MCSpreadOption.m by Espen Haug

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

MCSpreadOption(CallPutFlag, S1, S2, X, T, r, b1, b2, v1, v2...