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Visualize dynamic hedging

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Visualize dynamic hedging

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28 Jan 2008 (Updated )

(via an interactive GUI)

blsputprice(S,K,r,t,sigma)
function[f] = blsputprice(S,K,r,t,sigma)
% BLSPUTPRICE  Black-Scholes put price (BLSPRICE wrapper)
% Example      blsputprice(x,100,.05,t,.25)
[call,f] = blsprice(S,K,r,t,sigma);

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