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MFE Matlab Workshop
Matlab Files
Lecture 1 - Peng - Introduction to Matlab
type.m
newton.m
newtonf.m
myfun.m
CRR.m
Lecture 3 - Stefano - Applications in Finance I
AssetPathseff.m
AssetPathsnoeff.m
MCSpreadOption.m
Asian.m
Puzzle2.m
normrnd.m
Lecture 4 - Stefano - Applications in Finance II
Portfolio.m
Markowqp.m
Funcov.m
Mibtel.txt
Weight.txt
Lecture 5 - Stefano - Applications in Finance III
Bineurcall.m
Binamput.m
bineurcall.m
amcalldownout.m
binamcallspread2.m
binamcallspread3.m
treeamputgen.m
treeeurputgen.m
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Last modified: August 21, 2007.