Visualize payoffs of an option strategy 1.0

Date Added: August 13, 2013 | Visits: 497

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Function BUTTERFLY (named after the strategy shown on the screenshot) aims to help students and instructors of finance visualize payoffs of simple option strategies. The function allows constructing a portfolio of n < 9 securities, including a (zero-dividend) stock, a (zero-coupon) bond, a forward contract, and a European call or put stock option, and plots portfolio's terminal payoff, as well as time-T value of cash flows at t = 0,T , i.e. terminal payoff adjusted for (accrued) initial cash flow. Discounting and valuation occur as if in a Black-Scholes world.

Requirements: No special requirements

Platforms: Matlab

Keyword: Accrued, Adjusted, Blackscholes, Contract, Discounting, European, Flows, Forward, Initial, Occur, Payoff, Plots, Portfolio, Stock, Terminal, Timet, Valuation, World, Zerocoupon

Users rating: 0/10

License: Shareware

Size: 10 KB

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