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Black-Scholes Model

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

Functions

assetbyblsDetermine price of asset-or-nothing digital options using Black-Scholes model
assetsensbyblsDetermine price or sensitivities of asset-or-nothing digital options using Black-Scholes model
barrierbyblsPrice European barrier options using Black-Scholes option pricing model
barriersensbyblsCalculate price or sensitivities for European barrier options using Black-Scholes option pricing model
cashbyblsDetermine price of cash-or-nothing digital options using Black-Scholes model
cashsensbyblsDetermine price or sensitivities of cash-or-nothing digital options using Black-Scholes model
chooserbyblsPrice European simple chooser options using Black-Scholes model
gapbyblsDetermine price of gap digital options using Black-Scholes model
gapsensbyblsDetermine price or sensitivities of gap digital options using Black-Scholes model
impvbyblsDetermine implied volatility using Black-Scholes option pricing model
optstockbyblsPrice options using Black-Scholes option pricing model
optstocksensbyblsDetermine option prices or sensitivities using Black-Scholes option pricing model
supersharebyblsCalculate price of supershare digital options using Black-Scholes model
supersharesensbyblsCalculate price or sensitivities of supershare digital options using Black-Scholes model

Examples and How To

Equity Derivatives Using Closed-Form Solutions

Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.

Pricing European Call Options Using Different Equity Models

This example illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.

Concepts

Supported Equity Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.

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