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Jul 30

Black Scholes in Multiple Languages

Posted by abiao at 07:54 | Code » Code site | Comments(2) | Reads(27963)
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!
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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.
cAN YOU GIVE ME the one in Gauss , pls ?
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