Pricing Using Interest-Rate Tree Models

The portfolio pricing functionshjmpriceandbdtprice计算的价格支持instru的任何设置金宝appments, based on an interest-rate tree.

Computing Instrument Sensitivities

The delta, gamma, and vega sensitivities that Financial Instruments Toolbox™ computes are dollar sensitivities.

Pricing and Hedging a Portfolio Using the Black-Karasinski Model

This example illustrates how MATLAB® can be used to create a portfolio of interest-rate derivatives securities, and price it using the Black-Karasinski interest-rate model.

Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond

This example demonstrates how to usetreeviewerto examine tree information for a Hull-White tree when you price a Europrean callable bond.