Code covered by the BSD License

5.0

5.0 | 1 rating Rate this file 22 Downloads (last 30 days) File Size: 11 KB File ID: #33807

Black and Shcoles calculator

17 Nov 2011 (Updated 24 Jan 2013)

Graphical Black and Shcoles calculator for visualizing different sensetives

File Information
Description	Graphical Black and Shcoles calculator for visualizing different sensetives of vanila call and put options, stradle and butterfly as a function of underlying price and time to maturity Shows the following sensetives: Price of call, put, stradle and butterfly Delta of call, put, stradle and butterfly Gamma of call, put, stradle and butterfly Vega of call, put, stradle and butterfly Theta of call, put, stradle and butterfly
Required Products	Financial Toolbox Optimization Toolbox Statistics Toolbox MATLAB
MATLAB release	MATLAB 8.0 (R2012b)

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Everyone's Tags	black and shcoles(2), bls, finance, gui, options, options trading
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Comments and Ratings (3)
24 Jan 2013	Hanan Kavitz	Roberto Thanks, I corrected it.
23 Jan 2013	Roberto Osorio	What's a shcole? Misspelling the title of your app leaves a terrible impression.
17 Nov 2011	Marc

Updates
12 Sep 2012	Updated to include an App file for R2012b
24 Jan 2013	misspelling corrected.