Graphically explore the Black-Scholes-Merton Option Pricing Model

Visualize option price & gradient surfaces
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Actualizado 1 sep 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

Citar como

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

Compatibilidad con la versión de MATLAB
Se creó con R2012b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Más información sobre Financial Toolbox en Help Center y MATLAB Answers.

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Versión Publicado Notas de la versión

Updated license

Updated to include an App file for R2012b.