# Black Scholes Matlab Code

The following matlab project contains the source code and matlab examples used for black scholes.

The following matlab project contains the source code and matlab examples used for black scholes.

The following Matlab project contains the source code and Matlab examples used for option pricing package.
This package includes Matlab function for pricing various options with alternative approaches:
1) Barone-Adesi and Whaley (1987) quadratic approximation to the price of a call option
2) Price of American call option using a binomial approximation
3) Binomial option price with continous payout from the underlying commodity
4) Hedge parameters for an American call option using a binomial tree

The following Matlab project contains the source code and Matlab examples used for corrado and su (1996) european option prices.
This method explicitly allows for excess skewness and kurtosis in an expanded Black-Scholes option pricing formula.

The following Matlab project contains the source code and Matlab examples used for simple option pricing gui.
This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:
Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, Butterfly
It plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (daily granularity) for that given set of parameters.

The following Matlab project contains the source code and Matlab examples used for price call and put options using constant elasticy of variance model.
An alternative to using Black and Scholes model is using Constant Elasticity of Variance model.

The following Matlab project contains the source code and Matlab examples used for black scholes option value web application java tomcat.
This is a web application to calculate and plot Black-Scholes option value using MATLAB algorithms.

The following Matlab project contains the source code and Matlab examples used for black and scholes formula european options on dividend paying stocks.
This code computes the price of a Call and a Put option on dividend paying stocks

The following Matlab project contains the source code and Matlab examples used for black scholes call and implied vol functions.
call: function to calculate BS call price
call_vega: BS call vega (i.

The following Matlab project contains the source code and Matlab examples used for fast matrixwise black scholes implied volatility.
Calculates Black-Scholes Implied Volatility Surface for an Option Price Matrix.

The following Matlab project contains the source code and Matlab examples used for graphically explore the black scholes merton option pricing model.
This is a simple graphical utility that enables you to price an option or option-combination contract (such a butterfly spread) using the Black-Scholes-Merton model and visualize the contract price and its gradient as a function of time to expiration and price of the underlying.

The following Matlab project contains the source code and Matlab examples used for black scholes formula.
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.

The following Matlab project contains the source code and Matlab examples used for vanilla option greeks black scholes close form.
Delta, Gamma, Vega, Rho, Theta, Vanna, Volga

The following Matlab project contains the source code and Matlab examples used for vanilla option price black scholes close form.
The Black-Scholes formulas for the prices of European call and put options are:
c=S_0 e^(-r_f T) N(d_1 )- Ke^(-r_d T) N(d_2)
and
p=Ke^(-r_d T) N(-d_2 )- S_0 e^(-r_f T) N(-d_1)
where
d_1=(ln(S_0/K)+(r_d-r_f+σ^2/2)T)/(σ√T)
d_2=(ln(S_0/K)+(r_d-r_f-σ^2/2)T)/(σ√T)=d_1-σ√T

The following Matlab project contains the source code and Matlab examples used for one touch price black scholes close form.
The Black-Scholes formula for the prices of one touch options is given in FX Options and Structured Products.

The following Matlab project contains the source code and Matlab examples used for asian option pricing using monte carlo control variate method.
An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate