Simple option pricing GUI
버전 1.0.0.1 (23.5 KB) 작성자:
Ameya Deoras
A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer
This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:
Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, Butterfly
It plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (daily granularity) for that given set of parameters. It provides some useful information on the Monte Carlo simulation in graphical form.
인용 양식
Ameya Deoras (2024). Simple option pricing GUI (https://www.mathworks.com/matlabcentral/fileexchange/21675-simple-option-pricing-gui), MATLAB Central File Exchange. 검색 날짜: .
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R2008a
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