|Re: HP 17BII+ Black-Scholes using SOLVE|
Message #2 Posted by tony on 16 Mar 2004, 10:52 p.m.,
in response to message #1 by Bob Wang
My pleasure. Glad you liked it!
Ah yes I forgot the 17bii+ is like the old 17b. Shame that L/G
"escaped" from the 17bii+! I did the one below for the 17b -
requires solving for D1,F1,D2,F2,CALLV and PUTV in order. I
see your SOLVE does the D1. I tried to minimise the typing
required to enter the eqn. Interesting to see your approach!
Timothy Crack has a nice 17B Black-Scholes in his book "Heard
on the Street" - page 278 - he implements the full AMS55
26.2.17, and requires solving for D1,N1,D2,N2, CALL.
Somewhere I have a less accurate 17b one about 60 chars
smaller than the above (300 v 360, approx) which still gives
the correct 14.22 for the Call in that HP17BII example. It
requires solving for D1,D2,CALLV, PUTV. No harm in solving for
D1 & D2 - always good to see for the B-S student<G>. I admit
the F1 and F2 above are not very interesting, but I am not
fast at entering equations in the pioneers. In fact for
something like the above it is almost easier to have separate
equations for the components - then they are really short and
load quickly. The old 18C didn't have the IF(S(.. so there we
had to have separate eqns.