Black Scholes Formula

Versione 1.0.0.0 (11,9 KB) da Krishna Prasad
Black Scholes Fromula, call or put option price of Dividend and Non Dividend paying stock.
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Aggiornato 14 nov 2011

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The program is simple to use and it will help to find the call/put option price of Dividend or non dividend paying stocks using Black Scholes Formula.
Input: Initial stock price(S0), Strike price(K), Interest rate per annum(r), Expiry time in year (T), Volatility (sigma) then it will calculate call or put option price for Dividend and non Dividend paying stocks.

Cita come

Krishna Prasad (2024). Black Scholes Formula (https://www.mathworks.com/matlabcentral/fileexchange/33770-black-scholes-formula), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2011a
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Versione Pubblicato Note della release
1.0.0.0