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Pricing Derivative Securities; An Interactive Dynamic Environment with Maple V and MATLAB

Pricing Derivative Securities: An Interactive Dynamic Environment with Maple V and MATLAB

Directed at an audience of MBA and advanced BBA students, this book teaches the core theoretical concepts of options pricing. The book starts by introducing the simplest model of an equity market. The no-arbitrage condition is defined and, in a subsequent chapter, is used to value simplified financial assets. Gradually, the book extends the simple model to a more realistic situation, permitting the valuation of more complicated securities. MATLAB programs help readers visualize payoffs and respond to various constraints and conditions.

Companion software available Companion Software: The authors have developed a self-contained, GUI-driven collection of software modules which is available on CD bound in the book. These software modules present an interactive and dynamic environment for the reader to learn concepts through hands-on experience. The software modules were developed with MATLAB and the Symbolic Math Toolbox and deployed with the MATLAB Runtime Server.

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About This Book

Eliezer Z. Prisman, York University

Academic Press, 2000

ISBN: 0-12-564915-0
Language: English