Graphically explore the Black-Scholes-Merton Option Pricing Model: Black-Scholes-Merton Option Pricing - File Exchange

Code covered by the BSD License

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Graphically explore the Black-Scholes-Merton Option Pricing Model

Black-Scholes-Merton Option P... Visualize option price & gradient surfaces.
priceOption(S0,K,r,T,sigma) priceOption computes European option prices using the
blsOptionPricer BLSOPTIONPRICER is a utility to explore the Black-Scholes-Merton option
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from Graphically explore the Black-Scholes-Merton Option Pricing Model by Ameya Deoras
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

Highlights from Graphically explore the Black-Scholes-Merton Option Pricing Model

Highlights from
Graphically explore the Black-Scholes-Merton Option Pricing Model