Kirk Model
Price and sensitivity for European spread options using Kirk
pricing model
Functions
spreadbykirk | Price European spread options using Kirk pricing model |
spreadsensbykirk | Calculate European spread option prices or sensitivities using Kirk pricing model |
Topics
- Pricing European and American Spread Options
This example shows how to price and calculate sensitivities for European and American spread options using various techniques.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.
You can also select a web site from the following list:
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)