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updated 8 months 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 8 months 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 8 months 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 almost 2 years ago

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

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updated 2 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 3 years ago

Binary Option Pricing Model by Moeti Ncube

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

binaryoption.m

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updated almost 4 years ago

Black-Scholes Call and Implied Vol functions by Hemingway

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 4 years ago

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)

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