"Must-have" toolboxes for derivative pricing and modeling.

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N/A 2018 年 7 月 29 日
コメント済み: Rik 2018 年 7 月 29 日
Dear MATLAB users,
I am a M.Sc student in Finance who is going to start his master thesis in derivative pricing and modeling with stochastic volatility models. Besides the Financial Toolbox, are there any other MATLAB toolboxes that you believe being absolutely essential for my work and that I should consider using?
Thanks in advance for your answers.
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Rik
Rik 2018 年 7 月 29 日
It's not my field, but I suspect the curve fitting toolbox will be useful.
You should check if your university has a license you could use.

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