Quantitative finance collector
Quantitative Finance Collector is a blog on Quantitative finance codes, methods in math finance focusing on derivative pricing, quantitative trading and risk management, with featured entries:
Free real time stock quotes Neural network prediction
Binary option trading Earn money as a part time Quant
Jul 30

Black Scholes in Multiple Languages

Posted by abiao at 07:54 | Code » Code site | Comments(1) | Reads(10944)
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!
Open in new window
http://www.espenhaug.com/black_scholes.html


wiki(black scholes)
Tags:
Frank Email
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.
Pages: 1/1 First page 1 Final page
Add a comment
Emots
Enable HTML
Enable UBB
Enable Emots
Hidden
Remember
Nickname   Password   Optional
Site URI   Email   [Register]