View License

Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.

» Watch video

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

Be the first to rate this file! 15 Downloads (last 30 days) File Size: 41 KB File ID: #37767 Version:
image thumbnail

Graphically explore the Black-Scholes-Merton Option Pricing Model


Ameya Deoras (view profile)


10 Sep 2012 (Updated )

Visualize option price & gradient surfaces

| Watch this File

File Information

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)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
12 Sep 2012 1.1

Updated to include an App file for R2012b.

01 Sep 2016

Updated license

Contact us