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Simple option pricing GUI

version 1.0.0.1 (23.5 KB) by

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

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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.

Comments and Ratings (1)

Brigitte

welldone

Updates

1.0.0.1

Updated license

MATLAB Release
MATLAB 7.6 (R2008a)

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