Calculate implied volatility, price, and sensitivity using option pricing model for American call options
|Determine implied volatility using Roll-Geske-Whaley option pricing model for American call option|
|Determine American call option prices using Roll-Geske-Whaley option pricing model|
|Determine American call option prices or sensitivities using Roll-Geske-Whaley option pricing 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.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.