Matlab-based Equity Derivative Calculator README

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Copyright 2007 QuantHR

Contact

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Email: tigerguob@gmail.com

Website: http://www.mathfinance.cn (in English)

              http://www.QuantHR.com (in Chinese)

Support and Bug Reports

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http://www.QuantHR.com/bbs

tigerguob@gmail.com

Table of Contents

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1. Options included

2. How it Works

3. Requirements

4. Disclaimer

1. Options included

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Currently only includes:

European option

American option

Asian option

Index future

Cash-or-nothing option

Asset-or-nothing option

Lookback option

Chooser option

Compound option

Exchange option

Power option

2. How it Works

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Unzip the EquityDerivGUI file to a directory of your local computer, change the directory to be the current directory of your matlab, run main file DerivativeGui.m.

3. Requirements

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Matlab 7.0.1 or above. the Mathworks.

4. Disclaimer

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This calculator was originally created by QuantHR for academic purposes only. We do not guarantee the correctness of the computed values. In no event will QuantHR be liable for any damages caused by using this calculator.

For more information, please visit http://www.QuantHR.com (in Chinese) & http://www.mathfinance.cn (in English). Contact tigerguob@gmail.com for bug report.

You can distribute this calculator as you like, but please do not modify this Disclaimer, thank you.