说明
这是一个非常简单的示例,演示如何在 cTrader 中使用 ‘Math.Numerics’ 包来使用 BlackScholes 模型计算期权定价。
未来的版本将包含更复杂的实现。
目前这只应用于指数,谢谢。
祝你狩猎愉快!
摘要
AI 摘要
E7 BlackScholes Model is an indicator designed for use within the cTrader platform that calculates option pricing based on the Black-Scholes model. It utilizes the Math.Numerics package to perform these calculations. Currently, the tool is intended primarily for indices such as NASDAQ, S&P 500, DAX, and Dow. The product offers a straightforward implementation of the Black-Scholes formula, with plans for more advanced versions in the future. This indicator assists traders in evaluating option prices on index markets by providing mathematical option valuation directly integrated into their trading environment.
指标配置
客户评价
5.0
评价:1
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客户评价
August 18, 2025
Pros: Calculates Black–Scholes theoretical option price and Greeks (Delta, Gamma, Theta, Vega) in real‑time. Lightweight and intuitive interface. Great for risk management and option analysis. Cons: No alerts or tooltips. Lacks template saving and real‑price comparison. Assumes constant volatility
讨论
常见问答
Indices
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价格
注册日期 18/12/2024
2
销售
4.48K
免费安装
