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Black Scholes Formula 1.0

  Date Added: July 07, 2013  |  Visits: 203

Black Scholes Formula

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The program is simple to use and it will help to find the call/put option price of Dividend or non dividend paying stocks using Black Scholes Formula.Input: Initial stock price(S0), Strike price(K), Interest rate per annum(r), Expiry time in year (T), Volatility (sigma) then it will calculate call or put option price for Dividend and non Dividend paying stocks.

Requirements: No special requirements
Platforms: Matlab
Keyword: Annumr Calculate Initial Interest Pricek Prices Sigma Stock Strike Volatility
Users rating: 0/10

License: Shareware Size: 10 KB
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