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Background Note
| HBS Case Collection
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1984
Black-Scholes Option Pricing Program for the HP 12C Calculator
by
Andre F. Perold
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Abstract
Contains a program that can be used on the HP12C pocket calculator to compute the Black-Scholes option price and the associated hedge ratio. The program must be given the following parameters: the exercise price, the risk-free rate, the time to expiration, and the price and volatility of the underlying stock.
Keywords: Stock Options;
Investment Funds;
Price;
Management;
Software;