Black and Shcoles calculator

バージョン 1.3.0.0 (11 KB) 作成者: Hanan Kavitz
Graphical Black and Shcoles calculator for visualizing different sensetives
5.0
(1)
ダウンロード: 735
更新 2013/1/24

ライセンスの表示

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

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

MATLAB リリースの互換性
作成: R2012b
すべてのリリースと互換性あり
プラットフォームの互換性
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バージョン 公開済み リリース ノート
1.3.0.0

misspelling corrected.
1.1.0.0

Updated to include an App file for R2012b
1.0.0.0