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Black-scholes Formula For Valuing European Options - HP 12C Platinum User Manual

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Black-Scholes Formula for Valuing European Options

This program implements the Black-Scholes formula which has been used
extensively in option markets worldwide since its publication in the early 1970's.
The five inputs are simply keyed into the five financial variables and then t
displays the call option value, and ~ shows the put option value. The option
values produced are accurate to at least the nearest cent for asset and strike prices
under $100.
Reference: Tony Hutchins, 2003, Black-Scholes takes over the HP12C, HPCC
(www.hpcc.org) Datafile, V22, N3, pp13-21.
KEYSTROKES
(RPN mode)
fs
fCLEARÎ
000,
:n
001,
002,
b
003,
Þ
004,
g>
005,
:M
006,
§
007,
?4
008,
~
009,
gr
010,
:P
011,
b
012,
013,
?3
:$
014,
:4
015,
z
016,
Section 13: Investment Analysis
KEYSTROKES
DISPLAY
(ALG mode)
fs
fCLEARÎ
:n
45
11
§
45
12
25
16
b
}
43
22
Þ
45
15
g>
20
§
44
4
:M
34
}
43
21
45
14
?4
:n
25
gr
44
3
§
45
13
:P
45
4
b
10
197
DISPLAY
000,
001,
45
11
002,
20
003,
45
12
004,
25
005,
36
006,
16
007,
43
22
008,
20
009,
45
15
010,
36
011,
44
4
012,
45
11
013,
43
21
014,
20
015,
45
14
016,
25

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