[下载]Greeks Matlab程序

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[下载]Greeks Matlab程序
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PlotMeTheGreeks    

  Summary: VisualizationTool for Option Greeks in 3 and 4 dimensions.
  MATLAB Release: R14SP3
 
   Description: 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.

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[下载]Greeks Matlab程序
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[此贴子已经被作者于2008-3-29 10:07:51编辑过]

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关键词：MATLAB程序 Greeks MATLAB matla atlab 下载 MATLAB 程序 Greeks

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希望大家不要拿网上免费下载的东西赚钱，这个东西是Matlab Central上的东西，具体的网址入下: http://www.mathworks.com/matlabcentral/fileexchange/10428

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