Simple option pricing GUI

Versión 1.0.0.1 (23,5 KB) por Ameya Deoras
A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer
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Actualizado 1 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.

Citar como

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

Compatibilidad con la versión de MATLAB
Se creó con R2008a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
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Más información sobre Price and Analyze Financial Instruments en Help Center y MATLAB Answers.

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Versión Publicado Notas de la versión
1.0.0.1

Updated license
1.0.0.0