Option style

Matlab gui equity derivative calculator in matlab

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.

Option pricing package in matlab

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
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