Option pricing, MATLAB Programming

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

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Create multiplicative binomial model calculator, You are asked to create an...

You are asked to create an american option multiplicative binomial model calculator in MatLab. Both put and call options should be valued. Given u, d, S 0 , K, r, and T (the usual

Function [x, please show me how this is coded in MATLAB

please show me how this is coded in MATLAB

Creating row vectors, Creating row Vectors: There are many ways to gen...

Creating row Vectors: There are many ways to generate row vector variables. The most important way is to put the values which you want in the vector in square brackets, separa

Grid function - plot functions, Grid function: grid shows grid lin...

Grid function: grid shows grid lines on the graph. Called by itself, it is a toggle which turns the grid lines on & off. Alternatively, the commands grid on & grid off can

Simulation of a transmission system, Simulation of a transmission system wi...

Simulation of a transmission system with a 4-fsk modulation scheme; using non-coherent detection method and an awgn channel. System description: 1. Input: A. Random binary

Matlab code to run simulations of a batch reactor , Background Protein ther...

Background Protein therapeutics are a major component of the biotechnology industry, with sales estimated in the range of ~$99bn annually (2011) and steady market growth. Many phar

Introduction to matlab, Introduction to Matlab: The MATLAB is a graphi...

Introduction to Matlab: The MATLAB is a graphical and mathematical software package; it has graphical, numerical and programming capabilities. It has built-in functions to do

Illustrations of calling the function, Illustrations of calling the functio...

Illustrations of calling the function: Here are illustrations of calling the function: >> cylcost(32,73,4.50) ans = 661.5000 >> fprintf('The cost would be $%.2f\n'

Statistically stationary environment, For a statistically stationary enviro...

For a statistically stationary environment it would be advantageous to use gear shifting, that is to reduce the adaptation gain with time. To illustrate this, try using a varying a

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