Black and Shcoles calculator

Version 1.3.0.0 (11 ko) par Hanan Kavitz
Graphical Black and Shcoles calculator for visualizing different sensetives
5.0
(1)
735 téléchargements
Mise à jour 24 jan. 2013

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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

Citation pour cette source

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

Compatibilité avec les versions de MATLAB
Créé avec R2012b
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux

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Version Publié le Notes de version
1.3.0.0

misspelling corrected.
1.1.0.0

Updated to include an App file for R2012b
1.0.0.0