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Simple option pricing GUI

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Simple option pricing GUI

by Ameya Deoras

 

03 Oct 2008 (Updated 06 Oct 2008)

A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer

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Description

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, Butterfly

It plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (daily granularity) for that given set of parameters. It provides some useful information on the Monte Carlo simulation in graphical form.
Required Products Financial Toolbox
Statistics Toolbox
MATLAB release MATLAB 7.6 (R2008a)
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analysis(2), blackscholes(2), finance, financial modeling and analysis, gui, modeling, pricing(2)
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22 Feb 2010 Brigitte

welldone

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