Jul
24

## Pricing Derivatives Securities using MATLAB

A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".

Highlights:

* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.

* Pricing exotic options using the implied trinomial tree (ITT) method

* Hedging using derivatives

* Pricing interest rate derivatives using the BDT model

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=14508

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Highlights:

* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.

* Pricing exotic options using the implied trinomial tree (ITT) method

* Hedging using derivatives

* Pricing interest rate derivatives using the BDT model

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=14508

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