Financial Engineering Toolbox (FET) ver. 2.5 for MATLAB

Rafał Weron

HSC Software from Hugo Steinhaus Center, Wroclaw University of Science and Technology

Abstract: FET Toolbox accompanies the monograph "Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku)" by Aleksander Weron and Rafal Weron, published by WNT, 1998 (in Polish). The toolbox consists of 34 functions and scripts. Run findemo.m to open GUI.

Language: MATLAB
Requires: MATLAB (tested on different versions, including R2016a).
Keywords: Financial Engineering; Option pricing; Black-Scholes model; Option sensitivity; Binomial tree; Monte Carlo simulation; Exotic option. (search for similar items in EconPapers)
Date: 1998-12-01
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Downloads: (external link)
http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/IF_FET25.zip Zipped file with FET Toolbox codes (application/zip)

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Persistent link: https://EconPapers.repec.org/RePEc:wuu:hscode:zip98001

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