<p>Matlab金融衍生品用户工具箱</p><p>是mathwork出的user‘s guide</p><p>Chapter Description<br/>“Getting Started” Describes interest rate models, bushy and<br/>recombinent trees, instrument types, and<br/>instrument portfolio construction.<br/>“Using Financial<br/>Derivatives”<br/>Describes techniques for computing prices and<br/>sensitivities based upon the interest rate term<br/>structure, the Heath-Jarrow-Morton (HJM) model<br/>of forward rates, and the Black-Derman-Toy (BDT)<br/>interest rate model.<br/>“Hedging Portfolios” Describes functions that minimize the cost of<br/>hedging a portfolio given a set of target<br/>sensitivities, or minimize portfolio sensitivities for<br/>a given set of maximum target costs.<br/>“Function<br/>Reference”<br/>Describes the functions used for interest rate<br/>environment computations, instrument portfolio<br/>construction and manipulation, and for<br/>Heath-Jarrow-Morton and Black-Derman-Toy<br/>modeling.</p><br/>