Pricing Derivatives Securities using MATLAB
A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".
Highlights:
* 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
Citar como
Mayeda Reyes-Kattar (2024). Pricing Derivatives Securities using MATLAB (https://www.mathworks.com/matlabcentral/fileexchange/14508-pricing-derivatives-securities-using-matlab), MATLAB Central File Exchange. Recuperado .
Compatibilidad con la versión de MATLAB
Compatibilidad con las plataformas
Windows macOS LinuxCategorías
- Computational Finance > Financial Toolbox > Price and Analyze Financial Instruments >
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Equity Derivatives >
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