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Walt,
An idea, get a programmable HP (eg. HP48G - maybe a model lower) and program the B/S price in yourself, I've done this with some engineering type calc's before and it works beautifully. If you decide to try this I can probably assist further.
Good Luck
Zaheer.
"One day all wrist watches will have a built in options calculator" (or words to that effect - Fisher Black [or Rubenstein])
boy, my memory is getting rusty
-----Original Message-----
From: Walt Downs [SMTP:knight@xxxxxxxxxxxx]
Sent: Tuesday, 23 September, 1997 7:45 PM
To: RealTraders Discussion Group
Subject: FUTR GEN: Black & Scoles Calcs
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
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