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Pricing American Options 1.0
File ID: 82034






Pricing American Options 1.0
Download Pricing American Options 1.0http://www.mathworks.comReport Error Link
License: Shareware
File Size: 71.7 KB
Downloads: 9
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Pricing American Options 1.0 Description
Description: A zip file containing the examples that were used in the webinar: "Teaching and Research of Computational Finance with MATLAB"

Including:
* GUI for pricing an options via CRR tree
* Script for priocing via Finitie differences
* GUI for pricing via the Monte Carlo method of Longstaff and Schwartz
* Functions to implement all three methods

License: Shareware

Related: method, carlo, monte, differences, longstaff, schwartz, methods, implement, Functions, finitie, priocing, Research, quotteaching, webinar, Examples, computational, Finance, Script, Options

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 71.7 KB

Downloads: 9



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