The FinGroup Toolset for Matlab

 

The FinGroup Toolset is a set of Matlab toolboxes designed to facilitate computation in financial engineering.  The following four toolboxes comprise the current FinGroup release

· The FinStat Toolbox – Financial statistics including cumulants, moments, and distributions

· The Deriv Toolbox – Derivative pricing formulas

· The Lattice Toolbox – Tools for lattice construction, pricing, and analysis

· The Hedging Toolbox – Moment based hedging analysis tools

 

Download the Toolboxes

· Download the FinGroup Toolset (zip)

· Download the Manual for the FinGroup Release (pdf)