MATLAB Derivatives Pricing

Derivatives pricing based on 'C++ Design Patterns and Derivatives Pricing' by Mark Joshi.

https://github.com/mattmcd/mdpr

Version 1.0.0 (9.04 KB)
317 Downloads
(0)
14 Aug 2015
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  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

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Cite As

Matt McDonnell (2026). MATLAB Derivatives Pricing (https://github.com/mattmcd/mdpr), GitHub. Retrieved .

Categories

Find more on Financial Toolbox in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.