PlotMeTheGreeks

버전 1.0.0.0 (18 KB) 작성자: Yazann Romahi

VisualizationTool for Option Greeks in 3 and 4 dimensions.

팔로우

4.3

(3)

다운로드 수: 3.9K

업데이트 날짜: 2006/3/23

라이선스 없음

A useful tool built to help the user gain an intuitive feel for option pricing and the greeks.

Allows the user to create a portfolio of options (and thus straddles, strangles, butterflies and anything else you fancy can be easily created using the GUI).

Once this is done, the user can plot the option price, delta, gamma, vega and variance vega in 3D and examine how they vary with time to maturity, volatility, interest rates and carry.

It also allows you to perturb a 4th dimension also allowing you to create an animation.

Type PlotMeTheGreeks() on the matlab command line to start the GUI.

인용 양식

Yazann Romahi (2024). PlotMeTheGreeks (https://www.mathworks.com/matlabcentral/fileexchange/10428-plotmethegreeks), MATLAB Central File Exchange. 검색됨 2024/7/27.

MATLAB 릴리스 호환 정보

개발 환경: R14SP3

모든 릴리스와 호환

플랫폼 호환성

Windows macOS Linux

태그 태그 추가

도움

받음: UIGETDATE

줌: calcGreeks: Calculate option Greeks (European Black/Scholes)

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버전	게시됨	릴리스 정보
1.0.0.0	2006/3/23	correction to typos	다운로드