Graphically explore the Black-Scholes-Merton Option Pricing Model

Version 1.1.0.1 (41 KB) von Ameya Deoras
Visualize option price & gradient surfaces
5.0
(1)
2,5K Downloads
Aktualisiert 1. Sep 2016

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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

Zitieren als

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. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R2012b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
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Version Veröffentlicht Versionshinweise
1.1.0.1

Updated license
1.1.0.0

Updated to include an App file for R2012b.
1.0.0.0