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Phi


Imperial College

Active since 2014

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Pricing for the build-in Portfolio System
Lets consider the following portfolio: Barrier = instbarrier('call', [100; 90], 'May-10-2013', 'Aug-09-2013', 0, 'do', 50, ...

10 years ago | 0 answers | 0

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How to price Barrier Options in Matlab
When pricing a regular vanilla call/put option one can use the build-in function blsprice. It is known that there are also analy...

10 years ago | 0 answers | 0

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