NAG Toolbox for MATLAB® Training Session

Exercise Solutions

• Short Questions Solution
• NAG Toolbox for MATLAB Short Solution nag_short_sol.m
• Curve Fitting Question Solution
• NAG Toolbox for MATLAB Curve Fitting Solution nag_fit_sol.m
• Optimisation Question Solution
• NAG Toolbox for MATLAB Optimisation Solution
• Unconstrained: nag_opt_unconstrained_sol.m, func_e04ab.m, func_e04ab_neg.m
• Constrained: nag_opt_constrained_sol.m, func_e04ab.m, func_e04ab_neg.m
• Option Pricing Question Solution
• NAG Toolbox for MATLAB Option Pricing Solution nag_option_pricing_sol.m
• Implied Volatility Question Solutions
• NAG Toolbox for MATLAB Implied Volatility Q1 Solution option_price.m
• NAG Toolbox for MATLAB Implied Volatility Q2 Solution implied_volatility.m
• Statistics Question Solution
• NAG Toolbox for MATLAB Statistics Solution nag_stats_sol.m
• Correlation Question Solution
• NAG Toolbox for MATLAB Correlation Solution nag_ncm_sol.m, getcorrelation.m, getnearest.m