Graphically explore the Black-Scholes-Merton Option Pricing Model

버전 1.1.0.1 (41 KB) 작성자: Ameya Deoras
Visualize option price & gradient surfaces
5.0
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다운로드 수: 2.5K
업데이트 날짜: 2016/9/1

라이선스 보기

This is a simple graphical utility that enables you to price an option or option-combination contract (such a butterfly spread) using the Black-Scholes-Merton model and visualize the contract price and its gradient as a function of time to expiration and price of the underlying.
This app is meant to demonstrate building GUIs using the MATLAB Class System.

To launch the app, run blsOptionPricer.m

인용 양식

Ameya Deoras (2024). Graphically explore the Black-Scholes-Merton Option Pricing Model (https://www.mathworks.com/matlabcentral/fileexchange/37767-graphically-explore-the-black-scholes-merton-option-pricing-model), MATLAB Central File Exchange. 검색 날짜: .

MATLAB 릴리스 호환 정보
개발 환경: R2012b
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버전 게시됨 릴리스 정보
1.1.0.1

Updated license
1.1.0.0

Updated to include an App file for R2012b.
1.0.0.0