The following Matlab project contains the source code and Matlab examples used for matlab gui equity derivative calculator. Learn Matlab GUI to code an equity derivative calculator, options include: European option American option Asian option Index future Cash-or-nothing option Asset-or-nothing option Lookback option Chooser option Compound option Exchange option Power option Unzip the EquityDerivGUI file to a directory of your local computer, change the directory to be the current directory of your matlab, run main file DerivativeGui.

The following Matlab project contains the source code and Matlab examples used for analytical approximation of american put option derived by g. barone adesi and r. e. whaley 1987.. Efficient Analytical Approximation of American Option Values G.

The following Matlab project contains the source code and Matlab examples used for option pricing package. This package includes Matlab function for pricing various options with alternative approaches: 1) Barone-Adesi and Whaley (1987) quadratic approximation to the price of a call option 2) Price of American call option using a binomial approximation 3) Binomial option price with continous payout from the underlying commodity 4) Hedge parameters for an American call option using a binomial tree

The following Matlab project contains the source code and Matlab examples used for corrado and su (1996) european option prices. This method explicitly allows for excess skewness and kurtosis in an expanded Black-Scholes option pricing formula.

The following Matlab project contains the source code and Matlab examples used for black and scholes formula european options on dividend paying stocks. This code computes the price of a Call and a Put option on dividend paying stocks