Graphically explore the Black-Scholes-Merton Option Pricing Model

版本 1.1.0.1 (41.0 KB) 作者: Ameya Deoras
Visualize option price & gradient surfaces
5.0
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2.5K 次下载
更新时间 2016/9/1

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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

引用格式

Ameya Deoras (2024). Graphically explore the Black-Scholes-Merton Option Pricing Model (https://www.mathworks.com/matlabcentral/fileexchange/37767-graphically-explore-the-black-scholes-merton-option-pricing-model), MATLAB Central File Exchange. 检索时间: .

MATLAB 版本兼容性
创建方式 R2012b
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版本 已发布 发行说明
1.1.0.1

Updated license
1.1.0.0

Updated to include an App file for R2012b.
1.0.0.0