Graphically explore the Black-Scholes-Merton Option Pricing Model

Visualize option price & gradient surfaces
2,5K download
Aggiornato 1 set 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

Cita come

Ameya Deoras (2024). Graphically explore the Black-Scholes-Merton Option Pricing Model (, MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2012b
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
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Versione Pubblicato Note della release

Updated license

Updated to include an App file for R2012b.