No BSD License  

Highlights from
Matlab-GUI equity derivative calculator

image thumbnail

Matlab-GUI equity derivative calculator

by

 

24 May 2007 (Updated )

equity derivative calculator using matlab GUI

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

d2=(log(S0/K)+(R-D-Sigma^2/2)*T)/(Sigma*sqrt(T));

Call=exp(-R*T)*normcdf(d2)*Prem;
Put=exp(-R*T)*normcdf(-d2)*Prem;

Contact us