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| Black-Scholes (finance options) calculation |
| Iniciado por Toni, 20,nov. 2019 19:04 - 4 respuestas |
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Miembro registrado
3 mensajes |
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| Publicado el 20,noviembre 2019 - 19:04 |
Has anyone coded the Black-Scholes Finance options calculation in Windev? I have done quite a bit of work, but I am stuck on the lack of a statistic function in Windev - the "Standard Normal cumulative Probability Table".
Excel has a standard function for it: "NORMSDIST" in Excel 2010 or "NORM.S.DIST" IN Excel 2013Mensaje modificado, 20,noviembre 2019 - 19:32 |
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3 mensajes |
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| Publicado el 20,noviembre 2019 - 19:10 |
| Here is the table - for positive and negative values |
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| Publicado el 20,noviembre 2019 - 22:34 |
if you are talking about working with quantitative finance calculations and modelling you could use this:
https://www.quantlib.org/ |
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| Publicado el 20,noviembre 2019 - 22:37 |
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3 mensajes |
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| Publicado el 21,noviembre 2019 - 17:02 |
| Thank you for the reference - it is appreciated! |
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