Black and Shcoles calculator

Versión 1.3.0.0 (11 KB) por Hanan Kavitz
Graphical Black and Shcoles calculator for visualizing different sensetives
5.0
(1)
735 descargas
Actualizado 24 ene 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

Citar como

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

Compatibilidad con la versión de MATLAB
Se creó con R2012b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux

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Versión Publicado Notas de la versión
1.3.0.0

misspelling corrected.
1.1.0.0

Updated to include an App file for R2012b
1.0.0.0