GitHub - Financial-Engineering/MATLAB: Derivative pricing models in Matlab covering IR,EQ,FX,CO,CR asset classes

Financial-Engineering / MATLAB Public

Derivative pricing models in Matlab covering IR,EQ,FX,CO,CR asset classes

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Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
American Options		American Options
Asian Options		Asian Options
Commodity Forward Curve		Commodity Forward Curve
Commodity		Commodity
Credit		Credit
Curve		Curve
Equity		Equity
European Options		European Options
Extreme Value Theory		Extreme Value Theory
FX		FX
Inflation Derivative		Inflation Derivative
Interest Rate		Interest Rate
Longstaff-Schwartz		Longstaff-Schwartz
Market Simulation		Market Simulation
Market and Credit Risk Factors		Market and Credit Risk Factors
Random Generators		Random Generators
Ratio Reader		Ratio Reader
Razor Request		Razor Request
Simulation Models		Simulation Models
Statistical Distributions		Statistical Distributions
Statistical Tests		Statistical Tests
TCV BBI		TCV BBI
Utilities		Utilities
Volatility		Volatility
Commodity Forward Curve.zip		Commodity Forward Curve.zip