PlotMeTheGreeks

Versione 1.0.0.0 (18 KB) da Yazann Romahi
VisualizationTool for Option Greeks in 3 and 4 dimensions.
4.3
(3)
4K download
Aggiornato 23 mar 2006

Nessuna licenza

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.

Cita come

Yazann Romahi (2025). PlotMeTheGreeks (https://it.mathworks.com/matlabcentral/fileexchange/10428-plotmethegreeks), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R14SP3
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Price and Analyze Financial Instruments in Help Center e MATLAB Answers
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Versione Pubblicato Note della release
1.0.0.0

correction to typos