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Pricing Derivatives Securities using MATLAB

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Examples of pricing derivatives securities using MATLAB



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A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".

* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.
* Pricing exotic options using the implied trinomial tree (ITT) method
* Hedging using derivatives
* Pricing interest rate derivatives using the BDT model

Comments and Ratings (12)

Kim Chiang


Ray (view profile)

This is an excellent example.I hope more webinar will come up for this FinDeri Toolbox

xq ji

xq ji (view profile)

Good work! It's very useful for me.


shobhan mandal

Magesh Ranganathan

octavianus wu

denise Leo

Zhao yuxiang

Gavin Curran

Very useful examples.

hussain sher

that's the good

raj singh

excellent stuff


Per Leslie's request, removed most of the slides except the ones needed to explain the examples.

Converted a Powerpoint file to a pdf file.

BSD license

Added BSD license

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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