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updated 18 days ago

volatility evaluer by mono

mono (view profile)

It takes option prices as input to compute the implied and forward volatility of underlaying stocks (option, implied volatility, forward volatility)

forward_func(input,sigma)

greekcpt(input,sigma,S,flag)

impliedSigma(input,S,flag)

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updated 1 year ago

One Touch - Price - Black Scholes - Close Form by Wei Zhang

To calculate one touch price by B/S (black scholes)

OneTouch_BS(DomesticInterestRate, ForeignInterestRate,...,

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updated 1 year ago

Vanilla Option - Greeks - Black Scholes - Close Form by Wei Zhang

To calculate vanilla option greeks by B/S (black scholes)

CalcGreeks_BS(Spot, Strike, DomesticRate, ...,

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updated 1 year ago

Vanilla Option - Price - Black Scholes - Close Form by Wei Zhang

To calculate vanilla option price by B/S (black scholes)

OptionPrice_BS(Spot, Strike, DomesticRate, ...,

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updated 1 year ago

Fast Matrixwise Black-Scholes Implied Volatility by Mark Whirdy

Calculates Black-Scholes Implied Volatility for Full Surface at High Speed (blackscholes, impliedvolatility, impvol)

calcBSImpVol(cp,P,S,K,T,r,q)

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updated 2 years ago

Graphically explore the Black-Scholes-Merton Option Pricing Model by Ameya Deoras

Ameya Deoras (view profile)

Visualize option price & gradient surfaces (black scholes, option, gui)

Black-Scholes-Merton Option Pricing

priceOption(S0,K,r,T,sigma)

blsOptionPricer

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updated 3 years ago

Black and Scholes formula - European options on dividend paying stocks by Lorenzo Brancali

This code computes the price of a Call and a Put option on dividend paying stocks (black scholes, options, dividend)

BS(S,K,sigma,tau,r,D)

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updated almost 4 years ago

Binary Option Pricing Model by Moeti Ncube

Moeti Ncube (view profile)

Price Binary Options (binary option, black scholes, intrade)

binaryoption.m

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updated 4 years ago

Black-Scholes Call and Implied Vol functions by Hemingway

Hemingway (view profile)

Black-Scholes call option price and implied vol functions. No toolbox required. (implied vol, black scholes, option)

c=call(S,K,r,sigma,t,T,q)

d=d1(S,K,r,sigma,t,T)

d=d2(S,K,r,sigma,t,T)

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updated 5 years ago

Valuation of stock option with discrete dividend by Biao

Biao (view profile)

Compare different pricing models for stock option with discrete dividend. (option, dividend, black scholes)

DiscreteDividend(s,k,r,t,vol,d,dt)

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