## Derivatives Pricing Options Homework Help

MATLAB’s financial instruments toolbox offers functions for deriving pricing options, hedging analysis to several equity securities, and computing sensitivity. Users have access to a variety of pricing models including lattice models, multiple closed-form solutions, Monte-Carlo simulations, etc. They can use these models to price spread options, Asian, Barrier, and lookback. If you need assistance with these kinds of models avail of our derivatives pricing options homework help. We have put in place a talented team of Ph.D. qualified experts who are well acquainted with all these concepts. So place your order with us and get to submit your assignment right on time.

## MATLAB functions that are used in derivatives pricing options

Some of the functions that extend MATLAB’s ability in handling the pricing of options include;

- Binprice – The binomial put and call American pricing. It is used with the Cox-Ross-Rubinstein model
- Blkimpv – The implied volatility that handles features options from the Black Model
- Blkprice – Black model used to price futures options
- Blsdelta – Black-Scholes Sensitivity to Underlying Price
- Blsgamma – Black-Scholes sensitivity to underlying delta change
- Blsimpv – Black-Scholes implied volatility

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## Popular topics that our derivatives pricing options assignment helpers can assist you with

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## 1.How to price and analyze equity derivatives

As we have mentioned above, the functions in the financial instrument toolbox can be used to compute prices, profits, and sensitivities for equity derivatives or portfolios of options. The Black-Scholes Model is usually used to compute European options while the binomial model is perfectly suited for American options. It is essential that such measures are taken into consideration since they are vital in executing hedges, collars, and straddles for managing portfolios.

2.Measures of sensitivity

Option pricing is associated with six sensitivity measures. They include Delta, Vega, rho, gamma, theta, and lambda. Let us briefly describe these sensitivity measures below:

- Delta – It refers to the rate of change of the price of derivative security relative to the underlying asset’s price.
- Gamma – It is the rate of change of the delta relative to the underlying asset’s price
- Lambda – It is sometimes called the elasticity of an option. The lambda represents the change in percentage of an option’s price relative to a one percent change in the underlying security’s price.
- Rho – This sensitivity measure is the rate of change in an option’s price relative to the interest rate that is free of risk.
- Theta – It is a derivative security price’s rate of change relative to time.
- Vega – This is a derivative security price’s rate of change relative to the underlying security’s volatility

Hire our experts as soon as possible whenever you need professional help with any of these measures of sensitivity. The other topics in derivatives pricing options that our experts are knowledgeable on include:

3.Plotting of sensitivities of options

4.Plotting sensitivities of options’ portfolios

5.European stock option’s Greek-Neutral Portfolios

6.Analyzing and pricing equity derivatives

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