Publications
Publications
- November 1984
- HBS Case Collection
Black-Scholes Option Pricing Program for the HP 12C Calculator
By: Andre F. Perold
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
Citation
Perold, Andre F. "Black-Scholes Option Pricing Program for the HP 12C Calculator." Harvard Business School Background Note 285-057, November 1984.