Pricing derivatives securities using matlab

The following Matlab project contains the source code and Matlab examples used for pricing derivatives securities using matlab. A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
exampleBDT.m 11215
exampleCRR.m 4032
examplemonteBS.m 1384
ITTexample.xls 146944
license.txt 1522
optionvanilla.m 1903
portbrowser.asv 11271
portbrowser.fig 2278
portbrowser.m 11344
Pricing_Derivatives_Securities_Using_MATLAB.pdf 312488
treedemonew.m 22560
treedemonew.mat 7603