A simple yet powerful model for simulating spot and forward prices in matlab

The following Matlab project contains the source code and Matlab examples used for a simple yet powerful model for simulating spot and forward prices. This code implements the results of the attached paper: "A Simple Yet Comprehensive Spot and Forward Pricing Model"    The paper outlines a novel approach for simulating spot and forward prices.

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
license.txt 1312
base_code.m 7115
input_file.xlsx 203097
output_std.m 83
paper.pdf 129034
spot_sim.m 1450

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