一道MATlAB编程求解

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modify the following program so as to plot the Black-Scholes prices for put options (instead of calls – so you need to look up the full features of blsprice in MATLAB) with the price of the underlying fixed at 50 but strike prices varying between 35 and 65 in steps of 5. All the other parameters remain the same.



Plotting the Black–Scholes price of a vanilla call option, for time to maturity
T ranging from one year down to zero, initial price S0 ranging from 30 to 70,
strike price K = 50, risk-free rate r = 0.1, and volatility  = 0.4.

>> T = 1:-0.05:0;
>> S0 = 30:70;
>> K = 50;
>> sigma = 0.4;
>> r = 0.1;
>> [X,Y] = meshgrid(T,S0);
>> f = @(time,price) blsprice(price, 50, 0.1, time, 0.4);
>> surf(X,Y,f(X,Y))

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关键词：MATLAB编程 MATLAB matla atlab Lab following features between initial instead

1# maxth

可以运行啊
你的问题在哪里？
我把运行结果的图片发上来
等等

2# Henryzhu

运行的结果

我不是要编这个，是要改成put的，谢谢，呵呵

4# maxth
put是什么？
没听说过啊

put 就是看跌期权，call是看涨

4# maxth
你利用期权的平价公式做个简单的计算就出来了
呵呵

呵呵，谢谢，我就是不懂上面那个编程哪里体现出来它编的是call了，下面是我的答案，
T = 1:-0.05:0;
S0 = 50;
K = 35:5:65;
sigma = 0.4;
r = 0.1;
[X,Y] = meshgrid(T,K);
f = @(time,strike) blsprice(50, strike, 0.1, time, 0.4);
surf(X,Y,f(X,Y))

我不明白的是，题目要求把call改成put, 我不明白还应该改哪里？O(∩_∩)O谢谢

9# maxth
g=f+K*e^(-r*T)-S0;

这个就是它的看跌期权，
但不知道命令该怎么输入进去。。。