Contains programs that can be used on HP12C pocket calculator to compute the Black-Scholes option pricing and related hedge ratio. The program should be given the following parameters:. Exercise price, the risk free rate, time to expiration, and the price and volatility of the underlying shares "Hide
by Andre F. Perold 3 pages. Publication Date: November 20, 1984. Prod. #: 285057-PDF-ENG