This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.

Energy Derivatives

Energy options price and sensitivities

An energy derivative is a contract based on an underlying asset, such as natural gas, crude oil, or electricity. This toolbox provides functionality to price, compute sensitivity and hedging analysis to many energy options. You can price Vanilla, Asian, Lookback, and Spread options with pricing models that include lattice models, Monte Carlo simulations, multiple closed-form solutions, and finite differences methods.

Featured Examples