Black and Shcoles calculator

Version 1.3.0.0 (11 KB) von Hanan Kavitz
Graphical Black and Shcoles calculator for visualizing different sensetives
5.0
(1)
735 Downloads
Aktualisiert 24. Jan 2013

Lizenz anzeigen

Graphical Black and Shcoles calculator for visualizing different sensetives of vanila call and put options, stradle and butterfly as a function of underlying price and time to maturity
Shows the following sensetives:
Price of call, put, stradle and butterfly
Delta of call, put, stradle and butterfly
Gamma of call, put, stradle and butterfly
Vega of call, put, stradle and butterfly
Theta of call, put, stradle and butterfly

Zitieren als

Hanan Kavitz (2024). Black and Shcoles calculator (https://www.mathworks.com/matlabcentral/fileexchange/33807-black-and-shcoles-calculator), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2012b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux

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Version Veröffentlicht Versionshinweise
1.3.0.0

misspelling corrected.
1.1.0.0

Updated to include an App file for R2012b
1.0.0.0