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
This is an excellent example.I hope more webinar will come up for this FinDeri Toolbox
Good work! It's very useful for me.
Very useful examples.
that's the good
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.
Added BSD license
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