Wednesday, July 26, 2006

Week 19 - one more to go before T2 ends!!

Derivatives Software Posted by Picasa

As part of the project on Derivatives: Economic Concepts course, we had to develop a working software with input/output forms to value options with extensible features, using implied binomial trees. The project was setup as a case study for advising a "client" about their various strategies to insure their fortunes. My group used MATLAB to develop this sotware..which turned out to be pretty cool at the end.

P.S.: As for the color selection of the GUI, lets just say that our "client" demanded it that way!!


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