Financial Risk Management - Matlab Graphic User Interface

Financial Risk Management – job

Financial Risk Management

For the Financial Risk Management course I developed – with some fellow students – a Matlab applcation with its own Graphical User Interface. We gathere historical data of some specific commoditieson the web. Our hypothesis was that price fluctuations had an asimmetric impact on some goods intermediaries. We modeled the problem as if it was a particular kind of option to be priced. The fair price of the option represented the commercial risk of the companies selling the goods. It could be seen as the necessary markup on the goods; as a hidden cost; or as the fair price of an insurance on the trading activity (some exotic derivative).

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