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Graphically explore the Black-Scholes-Merton Option Pricing Model

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Graphically explore the Black-Scholes-Merton Option Pricing Model

by Ameya Deoras

 

10 Sep 2012 (Updated 12 Sep 2012)

Visualize option price & gradient surfaces

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Description

This is a simple graphical utility that enables you to price an option or option-combination contract (such a butterfly spread) using the Black-Scholes-Merton model and visualize the contract price and its gradient as a function of time to expiration and price of the underlying.

This app is meant to demonstrate building GUIs using the MATLAB Class System.

To launch the app, run blsOptionPricer.m
Required Products MATLAB
MATLAB release MATLAB 8.0 (R2012b)
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black scholes(2), gui, option(2)
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Updates
12 Sep 2012

Updated to include an App file for R2012b.

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