Option pricing model and graphical user interface using matlab

Vijalaxmi, . and Adiga, Chandrashekara S and Harish, S V (2018) Option pricing model and graphical user interface using matlab. In: NCAMSE 2018, 20/06/2018, M.I.T MANIPAL.

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Abstract

Financial derivatives include option pricing, stock market prediction, risk management, portfolio optimization and others. All these derivatives deal with managing huge quantity of data. Financial modeling, analysis and pricing are often computationally intensive, so there has been much interest in the use of various simulation tools. Hence, using MATLAB 9.4 R2018a Option pricing model is developed. Option pricing is one which gives the exerciser, the right to exercise the agreement. It may be a call or a put option. The technique used here is binomial approach as it converges very fast. Later Graphical User Interface is also developed and presented, which makes the entire system user friendly.

Item Type: Conference or Workshop Item (Paper)
Uncontrolled Keywords: Derivatives, Option pricing, Option Matrix, Stock Matrix
Subjects: Engineering > MIT Manipal > Computer Science and Engineering
Engineering > MIT Manipal > Electrical and Electronics
Depositing User: MIT Library
Date Deposited: 16 Jul 2018 06:31
Last Modified: 16 Jul 2018 06:31
URI: http://eprints.manipal.edu/id/eprint/151585

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