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Simple option pricing GUI

version (23.5 KB) by Ameya Deoras
A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer


Updated 01 Sep 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.

Cite As

Ameya Deoras (2020). Simple option pricing GUI (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (1)




Updated license

MATLAB Release Compatibility
Created with R2008a
Compatible with any release
Platform Compatibility
Windows macOS Linux