Black and shcoles calculator in matlab

The following Matlab project contains the source code and Matlab examples used for black and shcoles calculator. 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.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
blscalculator.fig 7834
blscalculator.m 14410
license.txt 1312

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