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Price Derivative Instruments

Analyze equity option valuation and sensitivity

An equity derivative is a contract whose value is at least partly derived from one or more underlying equity securities. The Financial Instruments Toolbox™ provides additional functionality to price, compute sensitivity and hedging analysis to many equity securities. You can price Vanilla, Asian, Lookback, Barrier, and Spread options with pricing models that include lattice models, Monte Carlo simulations, and multiple closed-form solutions. For more information, see Price Equity, FX, Commodity, or Energy Instruments (Financial Instruments Toolbox).


binpriceBinomial put and call American option pricing using Cox-Ross-Rubinstein model
blkimpvImplied volatility for futures options from Black model
blkpriceBlack model for pricing futures options
blsdeltaBlack-Scholes sensitivity to underlying price change
blsgammaBlack-Scholes sensitivity to underlying delta change
blsimpvBlack-Scholes implied volatility
blslambdaBlack-Scholes elasticity
blspriceBlack-Scholes put and call option pricing
blsrhoBlack-Scholes sensitivity to interest-rate change
blsthetaBlack-Scholes sensitivity to time-until-maturity change
blsvegaBlack-Scholes sensitivity to underlying price volatility
opprofitOption profit