Black-Scholes Model

Calculate price and sensitivity for equity options, futures, and foreign currencies using option pricing model

Functions

assetbybls Determine price of asset-or-nothing digital options using Black-Scholes model
assetsensbybls Determine price and sensitivities of asset-or-nothing digital options using Black-Scholes model
cashbybls Determine price of cash-or-nothing digital options using Black-Scholes model
cashsensbybls Determine price and sensitivities of cash-or-nothing digital options using Black-Scholes model
chooserbybls Price European simple chooser options using Black-Scholes model
gapbybls Determine price of gap digital options using Black-Scholes model
gapsensbybls Determine price and sensitivities of gap digital options using Black-Scholes model
impvbybls Determine implied volatility using Black-Scholes option pricing model
optstockbybls Price options using Black-Scholes option pricing model
optstocksensbybls Determine option prices and sensitivities using Black-Scholes option pricing model
supersharebybls Calculate price of supershare digital options using Black-Scholes model
supersharesensbybls Calculate price and sensitivities of supershare digital options using Black-Scholes model

Concepts

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