Calculate implied volatility, price, and sensitivity for forwards and futures using option pricing model
|Determine implied volatility using Black option pricing model|
|Price options on futures and forwards using Black option pricing model|
|Determine option prices or sensitivities on futures and forwards using Black option pricing model|
|Price European call option on bonds using Black model|
|Price European put option on bonds using Black model|
- Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
- Compute the Option Price on a Future
Consider a call European option on the Crude Oil Brent futures.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.