Simple option pricing GUI

Version 1.0.0.1 (23,5 ko) par Ameya Deoras
A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer
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Mise à jour 1 sept. 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.

Citation pour cette source

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

Compatibilité avec les versions de MATLAB
Créé avec R2008a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
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Version Publié le Notes de version
1.0.0.1

Updated license
1.0.0.0