Pricing European Call Options Using Different Equity Models
This example illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.
Hedging Strategies Using Spread Options
This example shows different hedging strategies to minimize exposure in the Energy market using Crack Spread Options.
Simulating Electricity Prices with Mean-Reversion and Jump-Diffusion
This example shows how to simulate electricity prices using a mean-reverting model with seasonality and a jump component.
This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.
Supported Energy Derivative Functions
Energy derivative functions supported by Financial Instruments Toolbox™.