Thread Subject: Option Pricing?

Subject: Option Pricing?

From: Stephen

Date: 7 Aug, 2007 17:28:37

Message: 1 of 4

By using the function below in ML, you get both the call
and put prices.

[CallPrice, PutPrice] = blsprice(Price, Strike, Rate,
Time, Volatility, DividendRate)

On the other hand, if you use A=blsprice(...), A is the
call price.

Is there anyway to get the put prices only?

Thanks,
Stephen

Subject: Option Pricing?

From: Screwdriver223

Date: 7 Aug, 2007 18:15:55

Message: 2 of 4

On Aug 7, 1:28 pm, "stephen " <huan...@nationwide.com> wrote:
> By using the function below in ML, you get both the call
> and put prices.
>
> [CallPrice, PutPrice] = blsprice(Price, Strike, Rate,
> Time, Volatility, DividendRate)
>
> Is there anyway to get the put prices only?
>
[PutPrice, PutPrice] = blsprice(Price, Strike, Rate,
Time, Volatility, DividendRate)

Subject: Option Pricing?

From: Stephen

Date: 7 Aug, 2007 18:38:44

Message: 3 of 4

Thanks for your response.

What if I want to assign the put price to a variable, i.e.
b=Putprice...?

Thanks
 Screwdriver223 <david.kolin@gmail.com> wrote in message
<1186510555.983456.298650@l70g2000hse.googlegroups.com>...
> On Aug 7, 1:28 pm, "stephen " <huan...@nationwide.com>
wrote:
> > By using the function below in ML, you get both the
call
> > and put prices.
> >
> > [CallPrice, PutPrice] = blsprice(Price, Strike, Rate,
> > Time, Volatility, DividendRate)
> >
> > Is there anyway to get the put prices only?
> >
> [PutPrice, PutPrice] = blsprice(Price, Strike, Rate,
> Time, Volatility, DividendRate)
>

Subject: Option Pricing?

From: Screwdriver223

Date: 7 Aug, 2007 22:11:02

Message: 4 of 4

> > > By using the function below in ML, you get both the call
> > > and put prices.
> > > [CallPrice, PutPrice] = blsprice(Price, Strike, Rate,
> > > Time, Volatility, DividendRate)
> > > Is there anyway to get the put prices only?
ONE SOLUTION>
> > [PutPrice, PutPrice] = blsprice(Price, Strike, Rate,
> > Time, Volatility, DividendRate)
On Aug 7, 2:38 pm, "stephen " <huan...@nationwide.com> wrote:
> Thanks for your response.
>
> What if I want to assign the put price to a variable, i.e.
> b=Putprice...?

Maybe I don't understand what you're asking for, but what about:
[b, b] = blsprice(Price, Strike, Rate, ...
Time, Volatility, DividendRate)

OR

[PutPrice, PutPrice] = blsprice(Price, Strike, Rate, ...
Time, Volatility, DividendRate)
b=PutPrice;

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