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Tag: option

C++: Black Scholes Put Option Theta

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, option, put, scholes, theta
C++: Black Scholes Put Option Theta

// Calculate the Black Scholes European put option Theta double BS_Put_Option_Theta(double S, double K, double r, double v, double T) // Parame

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C++: Black Scholes Put Option Vega

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, option, put, scholes, vega
C++: Black Scholes Put Option Vega

// Calculate the Black Scholes European put option Vega double BS_Put_Option_Vega(double S, double K, double r, double v, double T) // Parameter

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C++: Black Scholes Put Option Gamma

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, gamma, option, put, scholes
C++: Black Scholes Put Option Gamma

// Calculate the Black Scholes European put option Gamma double BS_Put_Option_Gamma(double S, double K, double r, double v, double T) // Parame

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C++: Black Scholes Put Option Rho

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, option, put, rho, scholes
C++: Black Scholes Put Option Rho

// Calculate the Black Scholes European put option Rho double BS_Put_Option_Rho(double S, double K, double r, double v, double T) // Parameters

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C++: Black Scholes Call Option Theta

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, call, option, scholes, theta
C++: Black Scholes Call Option Theta

// Calculate the Black Scholes European call option Theta double BS_Call_Option_Theta(double S, double K, double r, double v, double T) // Para

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C++: Black Scholes Call Option Vega

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, call, option, scholes, vega
C++: Black Scholes Call Option Vega

// Calculate the Black Scholes European call option Vega double BS_Call_Option_Vega(double S, double K, double r, double v, double T) // Parame

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C++: Black Scholes Call Option Delta

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, call, delta, option, scholes
C++: Black Scholes Call Option Delta

// Calculate the Black Scholes European call option Delta double BS_Call_Option_Delta(double S, double K, double r, double v, double T) // Para

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C++: Black Scholes Call Option Rho

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, call, option, rho, scholes
C++: Black Scholes Call Option Rho

// Calculate the Black Scholes European call Rho double BS_Call_Option_Rho(double S, double K, double r, double v, double T) // Parameters: (S

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C++: Black Scholes Call Option Gamma

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, call, gamma, option, scholes
C++: Black Scholes Call Option Gamma

// Calculate the Black Scholes European call option Gamma double BS_Call_Option_Gamma(double S, double K, double r, double v, double T) // Para

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C++: Black Scholes Put Option Delta

Posted on September 1, 2017April 1, 2018 by TFE Times
Posted in C++Tagged black, c, delta, option, put, scholes
C++: Black Scholes Put Option Delta

// Calculate the Black Scholes European put option Delta double BS_Put_Option_Delta(double S, double K, double r, double v, double T) // Parame

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