Simple option pricing GUI

Versione 1.0.0.1 (23,5 KB) da Ameya Deoras
A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer
5.0
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2,1K download
Aggiornato 1 set 2016

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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.

Cita come

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

Compatibilità della release di MATLAB
Creato con R2008a
Compatibile con qualsiasi release
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Versione Pubblicato Note della release
1.0.0.1

Updated license
1.0.0.0