nowadays, Matlab provides a Matlab Runtime Enviroment which allows your programes to be independent of the matlab itself. But you need install Matlab Runtime Enviroment(less than 100M).

<t>certainly, pls refer to Excel Link for Matlab in the help document. It is easy to call a function or variables from matlab in Excel.But once you open the Excel and open the matlab excel link vba macro. The matlab commond window will automatically pop out. and there are some command listed in exce...

is english version available? there are a lot of errors in the chinese version book.

QuoteOriginally posted by: grobertstry =Sum(ABS(Array))don't forget "Shift-Ctrl-Ent" to exectuteRgdsabs() is valid for one scalar, can not be valid for a vector!

it is ok when i run in matlab7!>> blsimpv(28368,28500,.09145,8/365,38)ans = 0.0412

<t>hi, I've done a project recently on this topic. One and two factor European option and American option can be done by numerically solve PIDE by FEM. I do not why you use Soviet splitting to implement FEM approach? Such Soviet splitting are always used in finite difference scheme. If you solve it ...

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pls do not send your msg for so many times. I think you can refer to www.global-derivatives.com for the excel files you want! or you can refer to Clewlow Energy Derivatives book.

I think you can refer to Les Clewlow 's book: Energy Derivativesricing and Risk Management. In his book ,he cite 0.003846 as timestep.

if you are in Singapore now, you can choose coursework for financial engineering directly.All the courses are in evenings. I think it is not very well to study by distance learning.

<t>since we know the option value is the expected discount payoff under the risk neutral probability and this probability is not unique in a market described by jump-diffusion model, so the put-call parity can not hold true. then my question is the following:does there exist some inequality related ...

<t>for the American option based on B-S model(risk rate and volality,expected return rate and divendend rate are all constant), there are numerous paper discussing its approximating analytic solution.but for american option based on implied volatility model (such as Dupire's equation,CEV model) ,doe...

<t>i want to consider a continuous portofolio selection problem under bankruptcy ,suppose that x(t) is the total wealth at time t,then to define bankruptcy,maybe have the following definitions:1.x(t)>c(t)>0,i.e. to make wealth greater than a positive number at all timesince x(t) is random ,then abov...