About Site Map Submit Contact Us Log in | Create an account
Create an account Log In
Average Rating
User Rating:
Visitors Rating:
My rating:

Write review
  • Last update: 5 years ago
  • Total downloads: 60
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: Yazann Romahi
See full specifications

scripts default iconPlotMeTheGreeks (Scripts) Publisher's description

A useful tool built to help the user gain an intuitive feel for option pricing and the greeks

A useful tool built to help the user gain an intuitive feel for option pricing and the greeks.

Allows the user to create a portfolio of options (and thus straddles, strangles, butterflies and anything else you fancy can be easily created using the GUI).

Once this is done, the user can plot the option price, delta, gamma, vega and variance vega in 3D and examine how they vary with time to maturity, volatility, interest rates and carry.

It also allows you to perturb a 4th dimension also allowing you to create an animation.

Type PlotMeTheGreeks() on the matlab command line to start the GUI.

System Requirements:

MATLAB 7.1.0 (R14SP3)
Program Release Status: Major Update
Program Install Support: Install and Uninstall

PlotMeTheGreeks (Scripts) Tags:

Click on a tag to find related softwares

Is PlotMeTheGreeks (Scripts) your software?

Manage your software

Most Popular

scripts default icon ASK, OOK, FSK, BPSK, QPSK, 8PSK modulation 1.1
ASK, OOK, FSK, BPSK, QPSK, 8PSK modulation contain several functions for digital modulation simulation
scripts default icon Simulink Communication Labs 1.1
Simulink Communication Labs allows you to learn communication systems in greater depth.
scripts default icon M-QAM modulation and demodulation 1.1
M-QAM modulation and demodulation is the QAM modulation and demodulation tech.
scripts default icon LZW Compression/Decompression 1.1
LZW Compression/Decompression - Updated LZW compressor and decompressor with reasonable performance
scripts default icon InSPIRE utility to plot a 2D displacement field (Scripts) 1.0
This program plots the deformation field (displace vectors) contained in vector.txt.