Rank: 2808 based on 15 downloads (last 30 days) and 1 file submitted
photo

Yazann Romahi

E-mail

Personal Profile:
Professional Interests:

 

Watch this Author's files

 

Files Posted by Yazann
  • 1 - 1 of
  • 1
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
23 Mar 2006 Screenshot PlotMeTheGreeks VisualizationTool for Option Greeks in 3 and 4 dimensions. Author: Yazann Romahi derivatives, finance, analysis, financial options, modeling, gamma 15 2
  • 4.33333
4.3 | 3 ratings
Comments and Ratings on Yazann's Files View all
  • 1 - 3 of
  • 3
Updated File Comment by Comments Rating
09 Mar 2009 PlotMeTheGreeks VisualizationTool for Option Greeks in 3 and 4 dimensions. Author: Yazann Romahi Dmitriy
12 Apr 2006 PlotMeTheGreeks VisualizationTool for Option Greeks in 3 and 4 dimensions. Author: Yazann Romahi kulkarni, prashant

Can't get it to run. Keep getting this error that the variable 'today' is missing. Is this a defined global variable in SP3? I have not updated from R14.
21 Mar 2006 PlotMeTheGreeks VisualizationTool for Option Greeks in 3 and 4 dimensions. Author: Yazann Romahi Handley, Nicholas

Useful piece of code. Helps build intuition for greeks. At the moment, it seems FX options specific. Update should perhaps make it applicable to generic options (just a change in the GUI from Foreign Interest Rate to "Carry" would make it applicable across asset class).
Top Tags Applied by Yazann
  • 1 - 5 of
  • 9
analysis, delta, derivatives, finance, financial options
Files Tagged by Yazann
  • 1 - 1 of
  • 1
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
23 Mar 2006 Screenshot PlotMeTheGreeks VisualizationTool for Option Greeks in 3 and 4 dimensions. Author: Yazann Romahi derivatives, finance, analysis, financial options, modeling, gamma 15 2
  • 4.33333
4.3 | 3 ratings

Contact us at files@mathworks.com