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)

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

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

Black-Scholes-Merton Option Pricing

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

blsOptionPricer

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)

Binary Option Pricing Model by Moeti Ncube

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

binaryoption.m

Black-Scholes Call and Implied Vol functions by Hemingway

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

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)

Valuation of stock option with discrete dividend by Biao

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

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