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Matlab-GUI equity derivative calculator

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Matlab-GUI equity derivative calculator

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24 May 2007 (Updated )

equity derivative calculator using matlab GUI

[Call,Put]=EuroAssetDigital(R,D,Sigma,S0,K,T)
function [Call,Put]=EuroAssetDigital(R,D,Sigma,S0,K,T)

d1=(log(S0/K)+(R-D+Sigma^2/2)*T)/(Sigma*sqrt(T));

Call=exp(-D*T)*normcdf(d1)*S0;
Put=exp(-D*T)*normcdf(-d1)*S0;

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