The Museum of HP Calculators

HP Forum Archive 13

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17bii/19bii utpn awol
Message #1 Posted by hugh on 11 Sept 2003, 12:11 p.m.

i had expected implementing black scholes using the 17bii/19bii's powerful solver would be easy.

nope. utpn (upper tail probability normal) is missing. theres a cheesy version of bs in the hp support docs, but it uses a 4 term hastings approx of the normal distribution (|e| < 2.5e-4). so it doesnt even get 4 figs.

i wonder why they didnt put it in.

Edited: 11 Sept 2003, 12:11 p.m.

      
more 19bii programming
Message #2 Posted by hugh on 11 Sept 2003, 4:43 p.m.,
in response to message #1 by hugh

does anyone know if there's some way (eg using let & get) to make a subroutine?


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