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Black Scholes in Multiple Languages

[Unknown 2008/07/30 07:54 | by abiao ]
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Black Scholes formula is widely used for vanilla option pricing, which is also easy to code, but how many language can you use? I can do it in Matlab, C++, GAUSS, VBA, PHP. Guess what, this site collects more than 30 languages, have fun!

http://www.espenhaug.com/black_scholes.html


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2009/12/10 09:41 [Add/Edit reply] [Clear reply] [Del comment] [Block]
The easiest one to remember for me is http://www.BlackScholesCalculator.com

Despite only being available in one language, with a name like that, it's the one I remember when I want to crank out some quick computations.

Thanks for turning me onto another option, though.
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