Option pricing, MATLAB Programming

Assignment Help:
Barrier Option pricing in Matlab using MC simulation or finite difference methods

Related Discussions:- Option pricing

Types of expression, Types: Each and every expression, or variable, ha...

Types: Each and every expression, or variable, has a type related with it. The MATLAB supports numerous types of values that are known as classes. A class is necessarily a com

Order of precedence - operator, Order of precedence: As with the numer...

Order of precedence: As with the numerical operators, it is significant to know that the operator precedence rules. Table below shows the rules for the operators which  have b

EMG, How to make EMG analysis by Matlab?

How to make EMG analysis by Matlab?

Convolution, Perform the convolution of following sequences (a) x[n] = [1 2...

Perform the convolution of following sequences (a) x[n] = [1 2 3], N1 = 1 and h[n] = [1 - 1], N2 = 1 (b) x[n] = [1 2 3], N1 = 2 and h[n] = [1 - 1], N2 = 1 (c) x[n] = [1 2 3], N1 =

Variable number of input arguments - function, Variable number of input arg...

Variable number of input arguments: For illustration, the below function areafori has a variable number of input arguments, either the 1 or 2. The name of the function stands

Function definitions, Function definitions: There are various ways to ...

Function definitions: There are various ways to organize the scripts and functions, but for now every function which we write will be stored in a separate M-file, that is why

Error-checking user input in the while loop, Error-Checking user input in t...

Error-Checking user input in the While Loop: In many applications, whenever the user is prompted to enter anything, there is a valid range of values. When the user enters a wr

Vectors and matrices, Vectors and Matrices: The Vectors and matrices a...

Vectors and Matrices: The Vectors and matrices are used to store sets of values, all of which are similar type. A vector can either be a column vector or a row vector. The mat

First order differential equations, First order differential equations: Eul...

First order differential equations: Euler's method Finally, we consider ?nding the numerical solution for a ?rst order differential equation given an initial value. We consider

Crank-nicolson method, clear tic L=1; T=0.2; nust=2000; dt=T...

clear tic L=1; T=0.2; nust=2000; dt=T/nust; n=40; dx=L/n;   r=1;  omega=10:10:5000;%Store Range of Frequencies for Simulation u=zeros(n+1,nust+1);%

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd