Black and Shcoles calculator 1.0

Date Added: July 03, 2013 | Visits: 384

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Graphical Black and Shcoles calculator for visualizing different sensetives of vanila call and put options, stradle and butterfly as a function of underlying price and time to maturityShows the following sensetives:Price of call, put, stradle and butterflyDelta of call, put, stradle and butterflyGamma of call, put, stradle and butterflyVega of call, put, stradle and butterflyTheta of call, put, stradle and butterfly

Requirements: No special requirements

Platforms: Matlab

Keyword: Delta, Function, Gamma, Maturity, Price, Shows, Theta, Underlying

Users rating: 0/10

License: Shareware

Size: 10 KB

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