WebCompute European Put and Call Option Prices on a Stock Index Using a Black-Scholes Model. The S&P 100 index is at 910 and has a volatility of 25% per annum. The risk-free rate of interest is 2% per annum and the index provides a dividend yield of 2.5% per annum. Calculate the value of a three-month European call and put with a strike price of 980. WebThe current price of an asset is $100, the exercise price of the option is $95, the risk-free interest rate is 10%, the time to maturity of the option is 0.25 years, and the standard …

How do I calculate sensitivity to underlying price changes using Bl...

Web此 MATLAB 函数 使用 Black 模型计算欧式看跌和看涨期货期权价格。 每个输入参数都可以是标量、向量或矩阵。如果是标量，则该值用于为所有期权定价。如果多个输入是向量或矩阵，则这些非标量输入的维度必须相同。 确保 Rate、Time 和 Volatility 以一致的时间单位表示。 WebPrice 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. massage therapist brantford ontario

Black-Scholes put and call option pricing - MATLAB blsprice

Web[Call,Put] = blkprice (Price,Strike,Rate,Time,Volatility) computes European put and call futures option prices using Black's model. Note Any input argument can be a scalar, … WebThe risk-free rate is 10% per annum. [Call, Put] = blsprice (100, 95, 0.1, 0.25, 0.5) Call = 13.6953 Put = 6.3497 Compute European Put and Call Option Prices on a Stock Index … WebJun 23, 2012 · 金融计算教程-MATLAB金融工具箱的运用MATLAB数值计算及金融运用1.1MATLAB数值计算特点1.1.1MATLAB产生背景1.1.2MATLAB语言优点1．强大计算功能2．简单易学3．高效矩阵和数组运算4．适用于二次开发5．移植性好强大的绘图功能MATLAB金融工具箱介绍FinancialToolbox抵押支持债券FinancialDerivativesToolbox对 … hydraulic fitting tap and die