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 Name | Size |
---|---|

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 |