The payoffs from lookback options depend on the maximum or minimum asset price reached during the life of the option.  The payoff from a European-style lookback call is the amount that the final asset price exceeds the minimum asset price achieved during the life of the option. The payoff from a European-style lookback put is the amount by which the maximumasset price achieved during the life of the option exceeds the final asset price.

Floating Strike Lookback Options means the strike is given as the optimal(maximum or minimum) value of the underlying asset. Matlab code for pricing it is here:

http://www.global-derivatives.com/code/matlab/Lookback-FloatingStrike.m

The efficient frontier was initiative specified by Markowitz in his innovative  report . The theory deals an amounts of risky products and searches an optimal portfolio based on those possible investments.

Given a time interval, we could impute expected returns and volatilities. We could also specify a correlation of returns. The  "optimal" portfolio can be formed in two methods:

first:   for a certain level of volatility, count all portfolios that equal this volatility. amongst them all, choose the one with highest expected return.
second: for a given expected return, count all portfolios having this expected return. Choose the one which has the lowest volatility.

often numerical calculation is applied for optimization as we have additional constraints on the optimal portfolio, for instance, weight limits, etc. below is an Excel file demonstrating many assets Efficient Portfolio can be generated by solver.

In those Copula codes you can get a rough idea what copula is, how to estimate and simulate it, how to test its performance, etc., to help you visualize what on earth the copula should look like, below R code draws plots of some widely used copulas.

http://www.math.ethz.ch/~kemartin/index.php?target=rcode

Many people know QuantLib, which is a free/open-source library for quantitative finance for modeling, trading, and risk management in real-life written in C++, for those people prefer Java language, they have to read & understand C++ codes and transfer them to Java code. JQuantLib is aiming at these Java-fans group,



Is there MQuantLib for Matlab fans?

A suitable characteristic of any local and stochastic volatility model is that the model can yield the same prices of the vanilla options that were applied as inputs to the calibration of the model. failure to do so will clearly cause the model not arbitrage free and generate it nearly useless.

A substantial point of the SABR model is that the prices of vanilla options can be computed  in almost closed form  (Subject to the precise of a series expansion). Basically it has been shown that the price of a vanilla option under the SABR model is yielded by the suitable Black model, given that the correct implied volatility is employed.