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updated 2 years ago

Analytical Approximation of American Put option derived by G. BARONE-ADESI and R. E. WHALEY 1987. by Haidar Haidar

This computes an approximation of American Put option value and can plot it against asset's price (blackscholes, option valuation, derivatives)

[P,S,S_SS]=A_Put_Adesi_Whaley(S,E,r,sigma,T)

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updated 8 years ago

PlotMeTheGreeks by Yazann Romahi

VisualizationTool for Option Greeks in 3 and 4 dimensions. (finance, modeling, analysis)

GKprice(CallPutFlag, S, X, T, r, r_f, sigma)

PlotMeTheGreeks(varargin)

VarVega=bsVarVega(CallPutFlag, S,X,T,r,r_f, sigma)

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