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Sunday, July 15, 2012

MATLAB Built-in Financial Functions

I wrote a Black-Scholes option price calculator function in MATLAB and was working on an implied volatility calculator when I came across some built-in MATLAB functions such as blsprice (Black-Scholes price) and blsimpv (to calculate implied volatility using the Black-Scholes equation).

Pretty cool. I'm sure there are countless others as well...

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