Graphically explore the Black-Scholes-Merton Option Pricing Model

Version 1.1.0.1 (41 ko) par Ameya Deoras
Visualize option price & gradient surfaces
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Mise à jour 1 sept. 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

Citation pour cette source

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. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2012b
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
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Version Publié le Notes de version
1.1.0.1

Updated license
1.1.0.0

Updated to include an App file for R2012b.
1.0.0.0