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Jul 26

Matlab-GUI equity derivative calculator

Posted by abiao at 09:17 | Code » Matlab | Comments(1) | Reads(14481)
This is simple Matlab-GUI files i wrote learning 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.m. tested under Matlab7.0.1.


Tags: , ,
Simple function.
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