This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.

Black Model

Calculate implied volatility, price, and sensitivity for forwards and futures using option pricing model


impvbyblkDetermine implied volatility using Black option pricing model
optstockbyblkPrice options on futures and forwards using Black option pricing model
optstocksensbyblkDetermine option prices or sensitivities using Black-Scholes option pricing model

Examples and How To

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 Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.