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Matlab - Quant Research - Market Modelling, Asset Pricing, Exploratory Data Analysis

A repository of useful Matlab tools designed to

  1. price various financial instruments
  2. exploratory data analytics: clean data manipulate data into useful formats identify patterns in the data forecast future outcomes with identified likelihoods

This repository contains useful general Matlab functions. More specific trading algo based matlab files/ programmes can be found in the algos repository.

  1. Black Scholes Option Pricing
  2. Quanto Option Pricing
  3. American Put Option Pricing - Finite Differences (Explicit)
  4. Gradient Descent - Finds Theta