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Black Scholes Formula

14 Nov 2011

Black Scholes Fromula, call or put option price of Dividend and Non Dividend paying stock.

File Information
Description	The program is simple to use and it will help to find the call/put option price of Dividend or non dividend paying stocks using Black Scholes Formula. Input: Initial stock price(S0), Strike price(K), Interest rate per annum(r), Expiry time in year (T), Volatility (sigma) then it will calculate call or put option price for Dividend and non Dividend paying stocks.
Required Products	MATLAB
MATLAB release	MATLAB 7.12 (2011a)

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Everyone's Tags	black scholes formula, call or put option pricing, financial mathematics, stochastic calculus, stochastic process, strike price
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