View in: Documentation
Illustrates how MATLAB® can be used to create a portfolio of interest-rate derivatives securities, and price it using the Black-Karasinski interest-rate model. The example also shows
Illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.
Run the command by entering it in the MATLAB Command Window. Web browsers do not support MATLAB commands.
You clicked a link that corresponds to this MATLAB command:
Run the command by entering it in the MATLAB Command Window.
Web browsers do not support MATLAB commands.
Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a location from the following list:
See all countries