April 9, 2025This module harnesses the MATLAB® engine to compute the greeks of vanilla derivatives (calls or puts) assuming Black-Scholes pricing.- April 9, 2025This module harnesses the MATLAB® engine to approximate using a Monte-Carlo simulation various quantites related to the counterparty risk exposure,…
- April 9, 2025This module harnesses the MATLAB® engine to compute bond attributes such as Yield, Price, Convexity, Duration and Spread.
