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Black and Shcoles calculator

version 1.3 (11 KB) by

Graphical Black and Shcoles calculator for visualizing different sensetives

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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

Comments and Ratings (3)

Hanan Kavitz

Hanan Kavitz (view profile)

Roberto Thanks, I corrected it.

What's a shcole? Misspelling the title of your app leaves a terrible impression.

Marc

Marc (view profile)

Updates

1.3

misspelling corrected.

1.1

Updated to include an App file for R2012b

MATLAB Release
MATLAB 8.0 (R2012b)

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