Black and Shcoles calculator

Versione 1.3.0.0 (11 KB) da Hanan Kavitz
Graphical Black and Shcoles calculator for visualizing different sensetives
5.0
(1)
735 download
Aggiornato 24 gen 2013

Visualizza la licenza

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

Cita come

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

Compatibilità della release di MATLAB
Creato con R2012b
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versione Pubblicato Note della release
1.3.0.0

misspelling corrected.
1.1.0.0

Updated to include an App file for R2012b
1.0.0.0