PlotMeTheGreeks

Versión 1.0.0.0 (18 KB) por Yazann Romahi
VisualizationTool for Option Greeks in 3 and 4 dimensions.
4.3
(3)
3,9K descargas
Actualizado 23 mar 2006

Sin licencia

A useful tool built to help the user gain an intuitive feel for option pricing and the greeks.

Allows the user to create a portfolio of options (and thus straddles, strangles, butterflies and anything else you fancy can be easily created using the GUI).

Once this is done, the user can plot the option price, delta, gamma, vega and variance vega in 3D and examine how they vary with time to maturity, volatility, interest rates and carry.

It also allows you to perturb a 4th dimension also allowing you to create an animation.

Type PlotMeTheGreeks() on the matlab command line to start the GUI.

Citar como

Yazann Romahi (2024). PlotMeTheGreeks (https://www.mathworks.com/matlabcentral/fileexchange/10428-plotmethegreeks), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R14SP3
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Price and Analyze Financial Instruments en Help Center y MATLAB Answers.
Agradecimientos

Inspirado por: UIGETDATE

Inspiración para: calcGreeks: Calculate option Greeks (European Black/Scholes)

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Versión Publicado Notas de la versión
1.0.0.0

correction to typos