4Options Matrix 2.16

4Options Matrix 2.16 is an Excel Application that leads to :
- pricing
- analysing
- forecasting
- hedging
until 4 different european style options portfolio.


FIVE SHEETS TO PROVIDE A GLOBAL VIEW OF YOUR POSITIONS


1 - First of all, a matrix that evaluates an option portfolio with current market prices and that forecasts portfolio value for different undelying prices and for different dates to maturity.
Parameters can be changed to see how portfolio perspectives move.




2 -3D graphs - P&L with respect to spot and time



3 -Every delta and gamma for each option



4 -Now the delta hedged position matrix which shows how to delta hedge the whole portfolio using the underlying.



5 - Here we have the ability to price the whole portfolio, including volatility skews and smiles.



Learn how to price, analyze, forecast and hedge your positions.