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Ed Ross wrote:
>
> Walt -
>
> HP makes some powerful handheld calculators - built-in functions plus
> programmable functions. I've seen one that even has a small screen for
> graphing the output.
>
> I don't know what goes into Black/Scoles but the HPs might do the trick for
> you.
>
> >RT'ers,
> >
> >Does anyone know of a company which distributes a calculator
> >capable of Black and Scholes calculations?
> >
> >I am looking for something hand-held. which would allow me to
> >quickly calculate the new premium on an option as the underlying
> >moves.
> >
> >Thanks,
> >
> >Walt Downs
> >CIS Trading
> >
> >
Walt -
I had a HP41cv which is an old (1981) programmable calculator, which you
could program very easily to do the B-S. I don't know their new model
numbers. But they are the traditional handheld format.
Many floor traders at the AMEX use the HP 95LX or its newer models. You
can load any DOS version of the B-S you have into it. It is more
expensive though $300 - 500 depending on accessories and it is in a
horizontal format, like a lap top.
Good luck
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