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<B><FONT FACE="Arial" SIZE="4" COLOR="#FFFFFF">
Here are the Results of Your Search!</FONT></B></TD>
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<TR HEIGHT="29">
<TD BGCOLOR="#C0C0FF" WIDTH="250">
<B><FONT FACE="Arial" Size="2">Software Title/Version</FONT></B></TD>
<TD BGCOLOR="#C0C0FF" WIDTH="50" ALIGN="CENTER">
<B><FONT FACE="Arial" Size="2">Date</FONT></B></TD>
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<B><FONT FACE="Arial" Size="2">Category</FONT></B></TD>
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<B><FONT FACE="Arial" Size="2">Type/Price</FONT></B></TD>
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<B><FONT FACE="Arial" Size="2">Download File</FONT></B></TD>
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<TD BGCOLOR="#E6E6E6" WIDTH="250">
<FONT FACE="Arial" Size="2">Black-Scholes Option Pricing for RPN</FONT></TD>
<TD BGCOLOR="#E6E6E6" WIDTH="50" ALIGN="CENTER">
<FONT FACE="Arial" Size="2">12/23/97</FONT></TD>
<TD BGCOLOR="#E6E6E6" WIDTH="80" ALIGN="CENTER">
<FONT FACE="Arial" Size="2">
Calculators
</FONT></TD>
<TD BGCOLOR="#E6E6E6" WIDTH="80" ALIGN="CENTER">
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Freeware<BR>
$0.00
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<FONT FACE="Arial" Size="2">
Author:
Jonathan Lai
</FONT></TD>
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<A HREF="mailto:Jonathan.Lai.wg98@wharton.upenn.edu">Send an Email!</A></FONT></TD>
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<A HREF="http://does.not.exist" TARGET="_top">Go to the Web Site!</A></FONT></TD>
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<B>Application Description:</B><BR>My first submission got
screwed up. Here is it
again. The program is in
the update field.
Use clipboard to add
to RPN.
Manual:
Cs: Clear Stack
Cp: Clear parameters
(q, S, X, r, ≤, t)
P: Output parameters
to the stack in this
order: q, S, X, r, ≤,
t
N: the standard
normal cdf (z<x)
e: the exponential
function
ln: the natural log
function
q: Input annual
continuous dividend
yield of the stock
(for non-dividend
paying stock, input 0)
S: Input current Stock
price
X: Input Strike price
r: Input annual
continuous risk-free
interest rate
≤: Input annual
volatility (standard
deviation of ln(return))
t: Input time to
expiration
c,p,N(d1),N(d2):
Output the European
call price, European
put price,
N(d1) and N(d2)
onto the stack
c.dgtvr: Output the
European call's delta,
gamma, theta, vega and
rho
p.dgtvr: Output the
European put's delta,
gamma, theta, vega and
rho
Jonathan Lai.
Wharton MBA'98
</FONT></TD>
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<FONT FACE="Arial" Size="2">
<B>Application Update:</B><BR>RPN.1.l
[n]g1bXa0>(11n:01)xa6>(0:
#'.5'nxaxa**e
#'.03526249659989109'xa*
#'.7003830644436881'+xa*
#'6.37396220353165'+xa*
#'33.912866078383'+xa*
#'112.0792914978709'+xa*
#'221.2135961699311'+xa*
#'220.2068679123761'+*
#'.08838834764831844'xa*
#'1.755667163182642'+xa*
#'16.06417757920695'+xa*
#'86.78073220294608'+xa*
#'296.5642487796737'+xa*
#'637.3336333788311'+xa*
#'793.8265125199484'+xa*
#'440.4137358247522'+/)*+;
[p]g1*n2/e
#'.398942280401433'*;
[g]xixl*xcxgxes**/;
[t]xcxixgxl***2xes*/n;
[v]xcxesxixl***;
[d]xdxfnxe*e*Xjxknxe*eXl
xcxl*xj/lxgxes*/xgxes*2/+
g1g1CpXiCnXbxgxes*-CnXh;
"Black-Scholes ▀2"
"Cs"{h!(B)d1};
"Cp"0Xc0Xd0Xe0Xf0Xg0Xk;
"P"xkxcxdxfxgxe;
"_N"Cn;
"_e"e;
"_ln"l;
~
"_q"Xk;
"_S"Xc;
"_X"Xd;
"_r"Xf;
"_≤"Xg;
"_t"Xe;
~
"c,p,N(d1),N(d2)"Cd
xcxl*xb*xjxh*-
xj1xh-*xcxl*1xb-*-xbxh;
~
"c.dgtvr"Cdxbxl*Cg
Ctxkxcxbxl***+xfxjxh**-
Cvxjxexh**;
"p.dgtvr"Cdxb1-xl*Cg
Ctxkxc1xb-xl***-xfxj1xh-**+
Cvxjxe1xh-**n; </FONT></TD>
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<B>PalmPilot</B></FONT>
<FONT FACE="Arial" SIZE="4" COLOR="#B50021">
<B><EM>Gear H.Q.</EM></B></FONT></TD>
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<FONT FACE="Arial" SIZE="-2">Design by:<BR>Argent Media Group, Ltd.</FONT></A></TD>
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1521 North Cooper, Suite 110</FONT></TD>
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Arlington, TX 76011</FONT></TD>
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Sales: 800.741.9070<BR>
Phone: 817.461.3480 ° Fax: 817.461.3482</FONT></TD>
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Email: <A HREF="mailto:webmaster@pilotgear.com">webmaster@pilotgear.com</A></FONT></TD></TR>
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<A HREF="copyright.html">Copyright© 1997</A>, All Rights Reserved</FONT></TD>
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