European option price and greeks graphs in Black-Scholes model using Matlab.
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Updated
Jan 19, 2017 - MATLAB
European option price and greeks graphs in Black-Scholes model using Matlab.
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
Using Finite Element and Finite Difference Methods to Price European Options
MonteCarlo and Quasi-MonteCarlo methods for the valuations of spread and lookback finantial options.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
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