Main Content
Black Model
Calculate implied volatility, price, and sensitivity
for forwards and futures using option pricing model
Functions
impvbyblk | Determine implied volatility using Black option pricing model |
optstockbyblk | Price options on futures and forwards using Black option pricing model |
optstocksensbyblk | Determine option prices or sensitivities on futures and forwards using Black option pricing model |
Examples and How To
Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
Compute the Option Price on a Future
Consider a call European option on the Crude Oil Brent futures.
Concepts
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.
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