Re: [amibroker] Black Scholes Option Pricing formula here

["Anthony Faragasso" <ajf1111@xxxxxxxx>]

Mark,

 

Thank you, I will check it out...

 

Anthony

----- Original Message -----

From: Marek Chlopek

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, March 20, 2005 4:26 PM

Subject: Re: [amibroker] Black Scholes Option Pricing formula here

On Sunday, 20 of March 2005 19:21, Anthony Faragasso wrote:
> //BLACK SHCOLES OPTION PRICING FORMULA
>
> //coded by Anthony Faragasso

Anthony,
Thank you very much for sharing this. Some time ago I have done similar work
that helps options trading. It has been uploaded here:
http://finance.groups.yahoo.com/group/amibroker-afl/files/mcLIB/
and this is rather oriented to make a graph of the option price and/or greeks.

Regards,
--
Marek Chlopek
mchlopek@xxxxxxx


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