Black and Shcoles calculator

버전 1.3.0.0 (11 KB) 작성자: Hanan Kavitz
Graphical Black and Shcoles calculator for visualizing different sensetives
5.0
(1)
다운로드 수: 735
업데이트 날짜: 2013/1/24

라이선스 보기

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

인용 양식

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

MATLAB 릴리스 호환 정보
개발 환경: R2012b
모든 릴리스와 호환
플랫폼 호환성
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버전 게시됨 릴리스 정보
1.3.0.0

misspelling corrected.
1.1.0.0

Updated to include an App file for R2012b
1.0.0.0