The following warnings occurred:
Warning [2] Undefined array key 53863 - Line: 275 - File: inc/plugins/threaded_mode.php PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php 275 errorHandler->error_callback
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Undefined array key 53866 - Line: 275 - File: inc/plugins/threaded_mode.php PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php 275 errorHandler->error_callback
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Undefined variable $thread - Line: 295 - File: inc/plugins/threaded_mode.php PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php 295 errorHandler->error_callback
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Trying to access array offset on value of type null - Line: 295 - File: inc/plugins/threaded_mode.php PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php 295 errorHandler->error_callback
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Undefined variable $fid - Line: 295 - File: inc/plugins/threaded_mode.php PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php 295 errorHandler->error_callback
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Undefined array key 53866 - Line: 331 - File: inc/plugins/threaded_mode.php PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php 331 errorHandler->error_callback
/inc/plugins/threaded_mode.php 332 ThreadedMode::buildtree
/inc/plugins/threaded_mode.php 304 ThreadedMode::buildtree
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Undefined variable $theme - Line: 3 - File: inc/plugins/threaded_mode.php(305) : eval()'d code PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php(305) : eval()'d code 3 errorHandler->error_callback
/inc/plugins/threaded_mode.php 305 eval
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Trying to access array offset on value of type null - Line: 3 - File: inc/plugins/threaded_mode.php(305) : eval()'d code PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php(305) : eval()'d code 3 errorHandler->error_callback
/inc/plugins/threaded_mode.php 305 eval
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Undefined variable $theme - Line: 3 - File: inc/plugins/threaded_mode.php(305) : eval()'d code PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php(305) : eval()'d code 3 errorHandler->error_callback
/inc/plugins/threaded_mode.php 305 eval
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Trying to access array offset on value of type null - Line: 3 - File: inc/plugins/threaded_mode.php(305) : eval()'d code PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php(305) : eval()'d code 3 errorHandler->error_callback
/inc/plugins/threaded_mode.php 305 eval
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Undefined variable $lang - Line: 5 - File: inc/plugins/threaded_mode.php(305) : eval()'d code PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php(305) : eval()'d code 5 errorHandler->error_callback
/inc/plugins/threaded_mode.php 305 eval
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks
Warning [2] Attempt to read property "messages_in_thread" on null - Line: 5 - File: inc/plugins/threaded_mode.php(305) : eval()'d code PHP 8.1.2-1ubuntu2.14 (Linux)
File Line Function
/inc/class_error.php 153 errorHandler->error
/inc/plugins/threaded_mode.php(305) : eval()'d code 5 errorHandler->error_callback
/inc/plugins/threaded_mode.php 305 eval
/inc/plugins/threaded_mode.php 23 ThreadedMode::showthread_threaded
/inc/class_plugins.php 142 threaded_mode_showthread_threaded
/showthread.php 918 pluginSystem->run_hooks





HP 17BII+ Black-Scholes using SOLVE



#2

Tony Hutchins has posted some very compact versions of the Black-Scholes formula. This version is just a modification of Tony's previous work and ideas. The HP 17BII+ does not have L() and G() functions, and Tony has posted a version which cleverly uses intermediate variables. I liked his work so much that I decided to modify it a little. This version uses just one intermediate variable named "SOLVE", the user will presented with SOLVE, CALLV, and PUTV on the second page of variables. Hitting SOLVE would seem intuitive, and the user just has to remember to explicitly solve for CALLV before solving PUTV.

Thanks, Tony!

Bob Wang

BLK.SCHLS.TONY:
0×(PS+PE+RF%+T+S)
+IF(S(SOLVE):SOLVE-(LN(PS÷PE)+(RF%÷100+S^2÷2)×T)÷S÷SQRT(T):
IF(S(CALLV):CALLV-PS×ABS(
IF(SOLVE<0:0:-1)+EXP(-(SOLVE^2)÷2)
×((187÷(1+ABS(SOLVE)÷3.006)-24)
÷(1+ABS(SOLVE)÷3.006)+87)
÷(1+ABS(SOLVE)÷3.006)÷500)
+PE×EXP(-RF%×T÷100)×ABS(
IF(SOLVE-S×SQRT(T)<0:0:-1)+EXP(-((SOLVE-S×SQRT(T))^2)÷2)
×((187÷(1+ABS(SOLVE-S×SQRT(T))÷3.006)-24)
÷(1+ABS(SOLVE-S×SQRT(T))÷3.006)+87)
÷(1+ABS(SOLVE-S×SQRT(T))÷3.006)÷500):
PUTV-CALLV+PS-PE×EXP(-RF%×T÷100))


#3

Bob,

My pleasure. Glad you liked it!

Ah yes I forgot the 17bii+ is like the old 17b. Shame that L/G
"escaped" from the 17bii+! I did the one below for the 17b -
requires solving for D1,F1,D2,F2,CALLV and PUTV in order. I
see your SOLVE does the D1. I tried to minimise the typing
required to enter the eqn. Interesting to see your approach!
Timothy Crack has a nice 17B Black-Scholes in his book "Heard
on the Street" - page 278 - he implements the full AMS55
26.2.17, and requires solving for D1,N1,D2,N2, CALL.

{17bbs|0*(PS+PE+RF%+T+S)+
IF(S(D1):D1-(LN(PS/PE)+(RF%/100+S^2/2)*T)/S/SQRT(T):
IF(S(F1):F1-1/(1+ABS(D1)/3.006):
IF(S(D2):D2-D1+S*SQRT(T):
IF(S(F2):F2-1/(1+ABS(D2)/3.006):
IF(S(CALLV):CALLV
-PS*ABS(IF(D1<0;0;-1)+
EXP(-D1^2/2)*F1*((187*F1-24)*F1+87)/500)
+PE*EXP(-RF%*T/100)*ABS(IF(D2<0:0:-1)+
EXP(-D2^2/2)*F2*((187*F2-24)*F2+87)/500):
PUTV-CALLV+PS-PE*EXP(-RF%*T/100))
))))}

Somewhere I have a less accurate 17b one about 60 chars
smaller than the above (300 v 360, approx) which still gives
the correct 14.22 for the Call in that HP17BII example. It
requires solving for D1,D2,CALLV, PUTV. No harm in solving for
D1 & D2 - always good to see for the B-S student<G>. I admit
the F1 and F2 above are not very interesting, but I am not
fast at entering equations in the pioneers. In fact for
something like the above it is almost easier to have separate
equations for the components - then they are really short and
load quickly. The old 18C didn't have the IF(S(.. so there we
had to have separate eqns.

Cheers,
Tony


Possibly Related Threads…
Thread Author Replies Views Last Post
  Solver issue with HP 17BII - different from 19BII Jeff Kearns 13 4,471 11-28-2013, 02:36 AM
Last Post: Don Shepherd
  17BII & 17BII+ Discounted Payback Period Revisited Tom Neudorfl 8 2,808 11-25-2013, 10:28 AM
Last Post: Don Shepherd
  XCas / Prime "solve" question Nigel J Dowrick 4 1,946 11-08-2013, 04:01 AM
Last Post: Nigel J Dowrick
  Using the Prime to solve for eigenvalues Michael de Estrada 28 8,332 10-27-2013, 07:21 AM
Last Post: Tarcisi C
  HP Prime Define: Use with solve, etc. Helge Gabert 0 985 10-23-2013, 06:24 PM
Last Post: Helge Gabert
  HP PRIME - Bode and Black plots - first attempt dg1969 0 1,028 10-20-2013, 01:32 PM
Last Post: dg1969
  Is the Prime a superset of the HP 17bII+ ? vrrr 3 1,571 10-16-2013, 12:03 PM
Last Post: Michael de Estrada
  HP 34s solve f'(x)=0 Richard Berler 8 2,524 10-07-2013, 03:03 PM
Last Post: Dieter
  Good puzzle for kids to solve on 35s? snaggs 11 3,281 09-18-2013, 10:40 PM
Last Post: David Hayden
  September SOLVE Newsletter Robert Prosperi 4 1,784 09-07-2013, 01:12 AM
Last Post: Mic

Forum Jump: