Download Shareware and Freeware Software for Windows, Linux, Macintosh, PDA

line Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

Serving Software Downloads in 976 Categories, Downloaded 29.614.438 Times

Pricing Derivatives Securities using MATLAB 1.0

  Date Added: April 19, 2013  |  Visits: 272

Pricing Derivatives Securities using MATLAB

Report Broken Link
Printer Friendly Version


Product Homepage
Download (20 downloads)



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

Requirements: No special requirements
Platforms: Matlab
Keyword: Binomial Blackscholes Carlo Derivatives Examples Exotic Hedging Implied Interest Mathworks Method Model Monte Options Quotpricing Securities Simulation Trinomial Webinar
Users rating: 0/10

License: Freeware Size: 327.68 KB
USER REVIEWS
More Reviews or Write Review


PRICING DERIVATIVES SECURITIES USING MATLAB RELATED
Utilities  -  AdvanceMAME 0.106.1
AdvanceMAME and AdvanceMESS are unofficial MAME??a*zNz and MESS versions with an advanced video support for helping the use with TVs, Arcade Monitors, Fixed Frequencies Monitors and also for PC Monitors. They run in GNU/Linux, Mac OS X,...
16.5 MB  
Specialized Tools  -  EAV-Django 1.4.2
EAV-Django is a reusable Django app that provides an implementation of the Entity-Attribute-Value data model. Entity-Attribute-Value model (EAV), also known as object-attribute-value model and open schema which is used in circumstances...
40.96 KB  
Finance  -  OptionMatrix 1.2c
A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A...
6.3 MB  
Application Add-Ins  -  OptionMatrix for Linux 1.2b
A real-time generalized financial derivatives calculator supporting over 86 theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A...
721 KB  
Development Tools  -  Asian Option - Pricing using Monte Carlo Control Variate Method 1.0
An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
10 KB  
Libraries  -  GCJ::Cni::Examples 0.03
GCJ::Cni::Examples is a Perl module with examples of how to use GCJs CNI interface to write Perl Modules in Java. EXAMPLES Writing Treaded modules in Java One benefit of using GCJ is that it takes advantage of POSIX threading. This is nice...
20.48 KB  
Desktop Utilities  -  GNUstep examples 1.1.0
GNUstep examples is a collection of programs that are meant to show programmers how to use GNUstep. GNUstep examples includes a calculator, a currency converter, finger, fractal, puzzle, hostaddress, and ink (a simple editor). Whats New in...
235.52 KB  
Libraries  -  Java::Import::Examples 0.03
Java::Import::Examples is an example of how to use Java::Import to call into Java classes. Making RMI calls from Perl One nice thing about Java is the extremely straight forward manner in which it allows you to make calls to remote objects...
28.67 KB  
Libraries  -  DBIx::Simple::Examples 1.30
[COPRIGHT=1] EXAMPLES General #!/usr/bin/perl -w use strict; use DBIx::Simple; # Instant database with DBD::SQLite my $db = DBIx::Simple->connect(dbi:SQLite:dbname=file.dat) or die DBIx::Simple->error; # Connecting to a MySQL...
15.36 KB  
Multimedia & Graphics  -  Monte Carlo eXtreme 0.5.2
Monte Carlo eXtreme, otherwise kown as MCX, is a Monte Carlo simulation tool for time-resolved photon transport in 3D turbid media. It uses Graphics Processing Units (GPU) based massively parallel computing techniques and is extremely fast...
 
NEW DOWNLOADS IN SCRIPTS, DEVELOPMENT TOOLS
Scripts  -  Free Ecommerce website creator 1.2
Free Ecommerce website creator is a free PHP shop creating script. This allows you to put a online shop on your own website. Create your own free ecommerce website for Your Business. Create an online shop using easyGUI online shop creator. The...
1.44 KB  
Scripts  -  MochiGames PHP Script ZDR 1.00
MochiGames PHP Script ZDR is web site, ready for use, for flash games. These flash games are downloaded automatically by "MochiGames PHP Script ZDR" from MochiGames media. The use of the games is free, you can use your own Mochi Publisher ID and...
368.54 KB  
Scripts  -  Php Chat 2.0
Add a free php site, single sign-on and multiple skins, 100% free 1. Server Modes: The chat server has paid mode and free mode. If the free chat mode, a free chat room will be assigned to your website with your domain as the room name. 2....
938.87 KB  
Scripts  -  Nibbleblog 3.0.1
Nibbleblog it's a powerful engine for creation and manipulation of BLOG's completely free. Very simple to install and configure (Only 1 step). The database used is based on XML files and this way it is not necessary to use MySQL or similar DBMS....
371.09 KB  
Scripts  -  PHP File Manager | CloudOsys 2.9b8
CloudOsys is a PHP file manager, a tool that allows your visitors upload files such as media content directly to your website. Your visitors will upload files directly to your website, where they can share and comment on them. Through cloud...
1.41 MB  
Development Tools  -  VMP Viewer 1.0
This is a very rudimentary tool to visualize the VMP files generated by BrainVoyager. Useful to share files with people who do not have BV.
10 KB  
Development Tools  -  7-Zip for Script 4.42
7-Zip is a file archiver with a high compression ratio.Features:- High compression ratio in new 7z format with LZMA compression- Supported formats:- Packing / unpacking: 7z, ZIP, GZIP, BZIP2 and TAR- Unpacking only: RAR, CAB, ISO, ARJ, LZH, CHM,...
624.64 KB  
Development Tools  -  PHP Docbook Displayer for Scripts 1.0b
PHP Docbook Displayer provides XSL and CSS stylesheets, and PHP scripts, to generate easily and dynamically websites from Docbook files.It aims at simplifying to the max the web publication process : simply drop the docbook file under the site root !
102.4 KB  
Development Tools  -  WP Translate 1.0
This simple language translation plugin allows your users to quickly translate your webpages, through a widget on your blog.You have the option to select the title of the Widget, which will be displayed above the language translation form. Users...
10 KB  
Development Tools  -  save2word 1.0
A simple function to copy figure from MATLAB into MS Word automatically. It is a modification of saveppt (a function in File exchange) that save figures to MS Powerpoint.
10 KB