3D Plot for Greeks
by Rodolphe Sitter
06 Dec 2008
(Updated 09 Dec 2008)
Plot in 3 dimensions the Greeks under the Black-Scholes model for a European call
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| File Information |
| Description |
The file creates a GUI interface. You can select a Greek from the pop-up menu, then click one of the plot-type push buttons to visualize it as a surface, a mesh or a 2D image |
| MATLAB release |
MATLAB 7.5 (R2007b)
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| Updates |
| 08 Dec 2008 |
updates |
| 09 Dec 2008 |
added rho |
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