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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

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10 Sep 2012 (Updated )

Visualize option price & gradient surfaces

Black-Scholes-Merton Option Pricing

Visualize option price & gradient surfaces.

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

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