Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.

Here is the MATLAB implementation of the pricing of Asian options from the paper Unified Asian Pricing by Jan Vecer (2002), Risk, Vol. 15, No. 6, 113-116.

Calculators

    * Asian, fixed strike
    * Asian, floating strike
    * Barrier
    * Barrier, double
    * Binary, asset-or-nothing
    * Binary, cash-or-nothing
    * Binary, gap
    * Double Binary
    * Chooser, simple
    * Chooser, complex
    * Compound
    * Correlation
    * Exchange
    * Extendible, holder
    * Extendible, writer

an example of code used to price a spread option using Monte Carlo simulations (Haug).

http://www.mathworks.com/matlabcentral/fileexchange/82

Black-Scholes pricing analysis -- Ignoring dividends:  Lets you examine graphically how changes in stock price, volatility, time to expiration and interest rate affect the option price, time value, the derived "Greeks" (delta, gamma, theta, vega, rho) and the probability of the option closing in the money.   For simplicity, dividends are ignored so you just specify the time to expiration in days rather than entering specific dates.

more at http://www.hoadley.net/options/calculators.htm

a list of various derivatives related Matlab files grouped into categories. We have attempted to provide the simple models, as well as those which rely on simulation techniques or advanced modeling, more at http://www.global-derivatives.com/index.php?option=com_content&task=view&id=184