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Black and Shcoles calculator

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5.0 | 1 rating Rate this file 24 Downloads (last 30 days) File Size: 11 KB File ID: #33807
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Black and Shcoles calculator

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17 Nov 2011 (Updated )

Graphical Black and Shcoles calculator for visualizing different sensetives

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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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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.

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