PlotMeTheGreeks

Version 1.0.0.0 (18 KB) von Yazann Romahi
VisualizationTool for Option Greeks in 3 and 4 dimensions.
4.3
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3,9K Downloads
Aktualisiert 23 Mär 2006

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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.

Zitieren als

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

Kompatibilität der MATLAB-Version
Erstellt mit R14SP3
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
Mehr zu Price and Analyze Financial Instruments finden Sie in Help Center und MATLAB Answers
Quellenangaben

Inspiriert von: UIGETDATE

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

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Version Veröffentlicht Versionshinweise
1.0.0.0

correction to typos