impvbyrgw | Determine implied volatility using Roll-Geske-Whaley option pricing model for American call option |
optstockbyrgw | Determine American call option prices using Roll-Geske-Whaley option pricing model |
optstocksensbyrgw | Determine American call option prices or sensitivities using Roll-Geske-Whaley option pricing model |
Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.