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MathSource Reviews: The Black-Scholes Equation for European Call Options

Matthew M. Thomas
Organization: Boeing Phantom Works
Journal / Anthology

Mathematica in Education and Research
Year: 1998
Volume: 7
Issue: 3
Page range: 42-46

Ninth on the May 1998 [MathSource Top 20] list and fifteenth on the June 1998 list was the Black-Scholes Option Pricing Model, by Ross Miller. This MathSource item is the electronic complement of Miller's "Computer-Aided Financial Analysis: An Implementation of the Black-Scholes Model" [Miller 1990] - the aforementioned finance-rooted paper on pricing options from the premiere issue of The Mathematica Journal. Herein, we review this item.

*Business and Economics
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Review73.nb (50.6 KB) - Mathematica Notebook