The following Matlab project contains the source code and Matlab examples used for financial seminar demos.
Ten demos, most of which are shown at The MathWork's financial modeling seminars.
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 |
|---|---|
| blsdata1.mat | 14856 |
| blsdata2.mat | 39128 |
| blsvis.fig | 20192 |
| blsvis.jpg | 73100 |
| blsvis.m | 7813 |
| ReadMe.pdf | 48436 |
| assets2000.mdb | 1576960 |
| DFDBPortOpt.jpg | 136874 |
| dfdbportopthelp.html | 3415 |
| dfdb_port_opt.m | 47823 |
| mymenufile.fig | 77184 |
| ReadMe.pdf | 71858 |
| garchFXdemo.m | 12286 |
| garchFXdemo.mat | 31040 |
| ReadMe.pdf | 50026 |
| Introduction.pdf | 37799 |
| license.txt | 1499 |
| ReadMe.pdf | 61033 |
| blsimpv1.m | 4146 |
| oprice.m | 1187 |
| opriceint.m | 1709 |
| ReadMe.pdf | 15498 |
| equity.xls | 86016 |
| excelget.m | 1138 |
| optrisk.m | 1843 |
| ReadMe.pdf | 15344 |
| equity.xls | 86016 |
| excelget.m | 1138 |
| montecarlo.m | 1133 |
| multimc.m | 873 |
| PortVaRmc.m | 2375 |
| ReadMe.pdf | 34350 |
| equity.xls | 86016 |
| excelget.m | 1138 |
| PortVaRreturns.m | 692 |
| ReadMe.pdf | 48364 |
| bonddata.xls | 18944 |
| bondprice2spread.m | 5679 |
| disneybond.xls | 15360 |
| ReadMe.pdf | 15444 |
| splinemovie.mat | 8953976 |
| spotcurvefit.m | 3413 |
| termfit.m | 17159 |
| zbtprice.m | 15842 |
| HJMBDTDemo.xls | 68096 |
| ProcessInst.m | 731 |
| ProcessInstBDT.m | 803 |
| ReadMe.pdf | 45686 |
