Visualize payoffs of an option strategy

版本 1.0.0.0 (5.3 KB) 作者: Dimitri Shvorob
(via an interactive GUI)
3.8K 次下载
更新时间 2016/4/4

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Function BUTTERFLY (named after the strategy shown on the screenshot) aims to help students and instructors of finance visualize payoffs of simple option strategies. The function allows constructing a portfolio of n < 9 securities, including a (zero-dividend) stock, a (zero-coupon) bond, a forward contract, and a European call or put stock option, and plots portfolio's terminal payoff, as well as time-T value of cash flows at t = 0,T , i.e. terminal payoff adjusted for (accrued) initial cash flow. Discounting and valuation occur as if in a Black-Scholes world.

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Dimitri Shvorob (2024). Visualize payoffs of an option strategy (https://www.mathworks.com/matlabcentral/fileexchange/17411-visualize-payoffs-of-an-option-strategy), MATLAB Central File Exchange. 检索时间: .

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1.0.0.0

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