Black-Scholes Derivative Pricer using AJAX and PHP
Something to keep me amuzed on a Saturday afternoon.
Not quite as nice as my Black-Scholes derivative pricer using Adobe Flex, but Flex is pretty nice. :-)
Matt
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Some test values
Spot Price : 60
Strike Price : 65
Riskfree Rate : 0.08
Sigma : 0.3
Time to Maturity : 0.25
3 comments:
excellent job, how did you achieve this calculator in Blogger? could you please tell me where i can learn this wonderful skill? thanks.
ta houmian shi PHP. wode PHP shi yong Yahoo Finance. ruguo ni email wo wo keyi gei ni wode script. wode email shi matthew@matthewryan.info
jiankang
Matthew
I am curious to see your *.js code for your calculator ... any chance of that happening?
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