|
|
|
|
|
|
 |
 |
|
Black-Scholes Option Pricing Model
|
|
|
|
|
|
| Organization: | Miller Risk Advisors |
|
|
|
|
|
|
0209-270
|
|
|
|
|
|
1998-02-06
|
|
|
|
|
|
This package provides a Mathematica implementation of the Black-Scholes option pricing model, which has numerous financial applications in asset valuation and risk management. A detailed description of this implementation can be found in The Mathematica Journal, v1n1, p.75.
|
|
|
|
|
|
|
|
|
|
|
|
Black Scholes, Options, asset valuation, risk management, securities
|
|
|
 |
|
|
| BlackScholes.m (5.6 KB) - Mathematica package |
|
|
|
|
|
|
|
| | | | | |
|
For the newest resources, visit Wolfram Repositories and Archives »
