金融衍生品模型：Matlab入门与风险中性定价复习.pptx

MSF524-1:ModelsforFinancialDerivativesStuartSchoolofBusinessIllinoisInstituteofTechnologySpring2015Instructor:SangBaum“Solomon”Kang,PhDFRMLecture2

Today‘sAgendaIntroductiontoMatlab(1/2)matrixes,m-file,mat-files,forloopandetc.Demonstrationandhands-onexperience.ReviewofGBMandRiskNeutralPricing(1/2)LogNormalDistributionMultiperiodMultiplicativeModelRiskNeutralPricing2MSF524-1,IITStuartSchoolofBusiness

LearningObjectivesBeabletomanipulateamatrixinMATLAB.BeabletoloadandsaveaMATfileinMATLAB.BeabletowriteasmallprograminMATLA