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jkirkby3/PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Stack
MATLAB
GitHub topics
#american-options #asian-option #barrier-option #bermudan-option #black-scholes #derivatives
Updated
2024-11-19
Lists
1 list mention
First commit
2017-11-17
History
1 history point
License
MIT
Issues
1 open
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207
stars
Forks
79
Commits
141 commits
Star growth, last 7 days
0 0.0%
Commit velocity, last 7 days
0 0.0%
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