Selected MATLAB programs used in
Statistics and Finance: An Introduction
Computes call and put price, Delta, Gamma, and Theta using the Black-Scholes formula.
Computes the price of a coupon bond using formula (9.3).
Produces Figure3 10.5.
Produces Figure3 10.6.
Produces Figure3 10.7.
Produces Figure3 10.8.
Produces Figure3 10.9.
Program on page 429. Creates Figures 13.24 and 13.25.
Linear regression program.
Program that produces Figures 8.14 to 8.16.
MATLAB program beginning on page 159 that produces Figure 5.4.
MATLAB program beginning on page 162 that produces Figure 5.9. The labels on that figure were produced later by the interactive editing.
MATLAB program that produces Figure 5.8. This program is based on portfolio_efficient_frontier.m but includes additional code listed on page 157.
Later version of Pspline01.m. Has additional output compared to Pspline01.m but otherwise is the same.
Does computations for Examples 11.1 and 11.2.
Plots Figures 11.3 and 11.4.
Plots Figure 11.5.
Computes yield to maturity.