Black and Shcoles calculator

版本 1.3.0.0 (11.0 KB) 作者: Hanan Kavitz
Graphical Black and Shcoles calculator for visualizing different sensetives
5.0
(1)
735.0 次下载
更新时间 2013/1/24

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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

引用格式

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

MATLAB 版本兼容性
创建方式 R2012b
兼容任何版本
平台兼容性
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版本 已发布 发行说明
1.3.0.0

misspelling corrected.
1.1.0.0

Updated to include an App file for R2012b
1.0.0.0