Pricer
MayBells Job Pricer 2000
Job Pricer is designed to help small shops
and tradesmen set their prices accurately
and profitably. Price all your jobs more
profitably by taking into account all
your costs, even hidden overhead expenses.
Tell Job Pricer how much...
Platforms: Windows
License: Shareware | Cost: $25.00 USD | Size: 245.12 KB | Download (110): MayBells Job Pricer Download |
To calculate the price the pricer builds a multinomial tree, as described in Amin 1993.For description of the methodology please see;1. The HTML instructuions in the zip2. Kaushik I. Amin, d-deDUJump Diffusion Option Valuation in Discrete Time,d-deDt Journal of Finance 48, no. 5 (December 1993):...
Platforms: Matlab
License: Freeware | Size: 61.44 KB | Download (45): Discrete Time Option Pricer for Jump Diffusion Processes Download |
Closed Form Option Pricer for Jump Diffusion Processes
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Closed Form Option Pricer for Jump Diffusion Processes Download |
Zero Coupon and Year on Year Indexed on the Inflation rate according to the Jarrow Yildirim model.This Matlab program is inspired by Fabio Mercurio's work who gives the price of Swaps.The pricer follows the first market model of Mercurio that is to say it uses the lognormal LIBOR model.This...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Pricer of Inflation-Indexed Swaps Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
This file has been updated as of 12 March. I believe it is now more accurate and more flexible, but it's still not the real thing. JPMorgan's source code has been made available at www.cdsmodel.com, I have not yet compared my implementation with theirs.This program is still based on the paper by...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (45): CDS pricer Download |