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
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업데이트 날짜: 2016/9/1

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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. 검색됨 .

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개발 환경: R2008a
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Help CenterMATLAB Answers에서 Price and Analyze Financial Instruments에 대해 자세히 알아보기

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버전 게시됨 릴리스 정보
1.0.0.1

Updated license

1.0.0.0