I had noticed that it is hard to count on the financial websites to give you accurate prices for the Black and Scholes option price. This can be crucial if you are counting on it to perform some kind of arbitrage with perfect replication.
For your convenience, I had put a small program to compute the Black and Scholes option price. It also includes 3-d visualization, straddle and butterfly price!
Here is a screenshot:
I will add in the future more and more features to the program, and I’d also appreciate your feedback.You can download it here.
If you have no clue on how to begin using this, try reading more about the Black and Scholes formula
Feel free to
Please let me know if it works out for you!
If you liked this post, buy me a beer
… It doesn’t work
Complains of missing:
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bls.exe - Unable To Locate Component
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This application has failed to start because mclmcrrt70.dll was not found. Re-installing the application may fix this problem.
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OK
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I’m using Matlab 2007 so I have mclmcrrt76.dll
Can you share the .m files?
Hey, here’s an online version of the Black and Scholes calculator. No 3D graphs though, only 2D risk profiles:
http://www.option-price.com
Peter.
Hi!
I also meet this message when I run tracegraph2.05.
“This application has failed to start because mclmcrrt70.dll was not found. Re-installing the application may fix this problem.”
Please help me solve this problem
br,
Hung