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Matlab Coding - Barrier Options

This project was successfully completed by phoenix12932 for £35 GBP in 7 days.

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7 days
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Project Description

Project Description:
Short matlab task, need coding done urgently. All related to pricing stock options.

Matlab codes needed:

1. Binomial Tree Method (Cox, Ross & Rubenstein) for,

European Option
European Barrier option (Down and Out)
European Barrier Option (Up and out)

2. Monte Carlo Methods

European Option
European Barrier option (Down and Out)
European Barrier Option (Up and out)

3. Least square Monte carlo methods
European Option
European Barrier option (Down and Out)
European Barrier Option (Up and out)

4. Explicit Finite Difference Scheme
European Option
European Barrier option (Down and out)
European Barrier Option (Up and out)

For both Call and Put options! Should be a simple task for someone with good matlab knowledge and also of financial mathematics.

Codes available online for european options very easily ... the barriers are what need implementing. Down out option meaning the price cannot fallow below the barrier at any given point in the simulation otherwise it becomes worthless and vice versa for up and out.

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