Black and Shcoles calculator

Graphical Black and Shcoles calculator for visualizing different sensetives

Version 1.3.0.0 (11 KB)
744 Downloads
(1)
24 Jan 2013

You are now following this Submission

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 maturity
Shows the following sensetives:
Price of call, put, stradle and butterfly
Delta of call, put, stradle and butterfly
Gamma of call, put, stradle and butterfly
Vega of call, put, stradle and butterfly
Theta of call, put, stradle and butterfly

Cite As

Hanan Kavitz (2026). Black and Shcoles calculator (https://www.mathworks.com/matlabcentral/fileexchange/33807-black-and-shcoles-calculator), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Financial Toolbox in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Open in new tab
Version Published Release Notes
1.3.0.0

misspelling corrected.
1.1.0.0

Updated to include an App file for R2012b
1.0.0.0