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free! Matlab-based Equity Derivative Calculator README  关闭 [推广有奖]

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ibanker 发表于 2009-5-30 17:50:00 |AI写论文

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331323.zip (79.89 KB) 本附件包括:

  • americanoption.m
  • AssetorNth.fig
  • AssetorNth.m
  • CashorNth.fig
  • CashorNth.m
  • cbnd.m
  • Chooser.fig
  • Chooser.m
  • ChooserOption.m
  • Compound.fig
  • Compound.m
  • DerivativeGui.fig
  • DerivativeGui.m
  • EuroAssetDigital.m
  • EuroDigitalGB.m
  • European.fig
  • European.m
  • EuropeanCompound.m
  • Exchange.fig
  • Exchange.m
  • ExchangeOption.m
  • FloatingLookback.m
  • GeometricAsia.m
  • GeometricAverage.fig
  • GeometricAverage.m
  • IndexFuture.fig
  • IndexFuture.m
  • LookBack.fig
  • LookBack.m
  • Power.fig
  • Power.m
  • PowerOption.m
  • StockForward.m
  • Readme.doc
  • American.fig
  • American.m

Matlab-based Equity Derivative Calculator README

_____________________________________________________________________

Copyright 2007 QuantHR

Contact

_____________________________________________________________________

Email: tigerguob@gmail.com

Website: http://www.mathfinance.cn (in English)

              http://www.QuantHR.com (in Chinese)

Support and Bug Reports

_____________________________________________________________________

http://www.QuantHR.com/bbs

tigerguob@gmail.com

Table of Contents

_____________________________________________________________________

1. Options included

2. How it Works

3. Requirements

4. Disclaimer

1. Options included

_____________________________________________________________________

Currently only includes:

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

2. How it Works

_____________________________________________________________________

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.

3. Requirements

_____________________________________________________________________

Matlab 7.0.1 or above. the Mathworks.

4. Disclaimer

_____________________________________________________________________

This calculator was originally created by QuantHR for academic purposes only. We do not guarantee the correctness of the computed values. In no event will QuantHR be liable for any damages caused by using this calculator.

For more information, please visit http://www.QuantHR.com (in Chinese) & http://www.mathfinance.cn (in English). Contact tigerguob@gmail.com for bug report.

You can distribute this calculator as you like, but please do not modify this Disclaimer, thank you.

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关键词:Derivative calculator equity MATLAB README Free Derivative equity calculator README

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