Simple option pricing GUI

版本 1.0.0.1 (23.5 KB) 作者: Ameya Deoras
A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer
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更新时间 2016/9/1

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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.

引用格式

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

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版本 已发布 发行说明
1.0.0.1

Updated license

1.0.0.0