Code for Chapter 3 (The Black-Scholes Model):
- prob_3_1.m (a payoff diagram if a stock increases or decreases in value)
- prob_3_2.m (payoff diagrams for various options portfolios)
- blackscholes.m (an implementation of the Black-Scholes analytic formula)
John Weatherwax
Last modified: Sun May 15 03:46:24 EDT 2005