Pricing Fixed Strike Lookback using Cozy and Viswanathan analytical formula [Matlab Octave]

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Category: Matlab	View Full Details
Pricing Fixed Strike Lookback using Cozy and Viswanathan analytical formula
Submitter: vanna	Date: 2010/10/19

Description: This file calculates lookback call option price using analytical formula given by Cozy and Viswanathan Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
344 0 bytes Matlab Octave http://www.quantcode.com/
Rating: 0.00 (0 votes) Rate this File \| Modify \| Delete \| Report Broken File \| Tell a Friend \| Comments (6)

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Margrabe Formula for Exchange options
Submitter: minliuquantcode	Date: 2010/11/22

Description: Used extensively in energy industry Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
486 0 bytes Matlab http://www.quantcode.com/
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Minimum Variance Portfolio
Submitter: mathilin2	Date: 2010/11/22

Description: calculates the minimum variance of a given Portfolio. Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
1056 0 bytes Matlab http://www.quantcode.com/
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Category: Matlab	View Full Details
pricing floating strike lookback options
Submitter: raphaelndem	Date: 2010/11/22

Description: This is a simple function that prices a floating strike lookback options using closed form solutions. Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
655 0 bytes Matlab http://www.quantcode.com/
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Category: Matlab	View Full Details
Calculate probability of default from CDS spread
Submitter: billytran1222	Date: 2010/11/22

Description: Calculate probability of default from CDS spread in matlab Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
1248 0 bytes Matlab http://www.quantcode.com/
Rating: 0.00 (0 votes) Rate this File \| Modify \| Delete \| Report Broken File \| Tell a Friend \| Comments (9)

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