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Unformatted text preview: Plot the efficient portfolio curve (plot command) function[return,volatility,weights, c]=portfolio(stock_prices) EXERCISE 2: Derivatives Build a Black&Scholes call option premium function. function[premium]=BlackScholesPrice(S,X,T,r,v) EXERCISE 3: Statistics Build a variance/covariance function. Using the population (n) not the sample /(n-1). Call it cov3.m You are not allowed to use the Octave cov funcion function[matrix]=cov3(stock_prices) 1...
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This note was uploaded on 04/28/2010 for the course FINANCE 2563254 taught by Professor Jimenez during the Spring '10 term at Universidad del Magdalena.
- Spring '10