HP 17BII+ Black-Scholes using SOLVE
Message #1 Posted by Bob Wang on 16 Mar 2004, 8:48 p.m.
BLK.SCHLS.TONY:
0×(PS+PE+RF%+T+S)
+IF(S(SOLVE):SOLVE-(LN(PS÷PE)+(RF%÷100+S^2÷2)×T)÷S÷SQRT(T):
IF(S(CALLV):CALLV-PS×ABS(
IF(SOLVE<0:0:-1)+EXP(-(SOLVE^2)÷2)
×((187÷(1+ABS(SOLVE)÷3.006)-24)
÷(1+ABS(SOLVE)÷3.006)+87)
÷(1+ABS(SOLVE)÷3.006)÷500)
+PE×EXP(-RF%×T÷100)×ABS(
IF(SOLVE-S×SQRT(T)<0:0:-1)+EXP(-((SOLVE-S×SQRT(T))^2)÷2)
×((187÷(1+ABS(SOLVE-S×SQRT(T))÷3.006)-24)
÷(1+ABS(SOLVE-S×SQRT(T))÷3.006)+87)
÷(1+ABS(SOLVE-S×SQRT(T))÷3.006)÷500):
PUTV-CALLV+PS-PE×EXP(-RF%×T÷100))
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