Learn Matlab GUI to code an equity derivative calculator, options include:
European option
American option
Asian option
Index future
Cash-or-nothing option
Asset-or-nothing option
Lookback option
Chooser option
Compound option
Exchange option
Power option
Unzip the EquityDerivGUI file to a directory of your local computer, change the directory to be the current directory of your matlab, run main file DerivativeGui.m. Tested under Matlab7.0.1.
Requirements:
· MATLAB Release: R14SP1
· Financial Derivatives Toolbox
· Financial Toolbox
· Optimization Toolbox