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Simple option pricing GUI 1.0

  Date Added: July 01, 2013  |  Visits: 294

Simple option pricing GUI

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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, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d

Requirements: No special requirements
Platforms: Matlab
Keyword: Blackscholes Butterflyit Calculation Carlo Constants European Monte Needed Number Option Optionsput Plots Pricing Simulations Spread Straddle Strangle Surface
Users rating: 0/10

License: Freeware Size: 20.48 KB
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