Simple option pricing GUI

Version 1.0.0.1 (23,5 KB) von Ameya Deoras
A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer
5.0
(1)
2,1K Downloads
Aktualisiert 1. Sep 2016

Lizenz anzeigen

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.

Zitieren als

Ameya Deoras (2024). Simple option pricing GUI (https://www.mathworks.com/matlabcentral/fileexchange/21675-simple-option-pricing-gui), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R2008a
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

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Version Veröffentlicht Versionshinweise
1.0.0.1

Updated license
1.0.0.0