Black Scholes Formula

版本 1.0.0.0 (11.9 KB) 作者: Krishna Prasad
Black Scholes Fromula, call or put option price of Dividend and Non Dividend paying stock.
0.0
(0)
932.0 次下载
更新时间 2011/11/14

查看许可证

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.

引用格式

Krishna Prasad (2024). Black Scholes Formula (https://www.mathworks.com/matlabcentral/fileexchange/33770-black-scholes-formula), MATLAB Central File Exchange. 检索来源 .

MATLAB 版本兼容性
创建方式 R2011a
兼容任何版本
平台兼容性
Windows macOS Linux
类别
在 Help Center 和 MATLAB Answers 中查找有关 Financial Toolbox 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

版本 已发布 发行说明
1.0.0.0