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> ## Examples from Haug's Option Guide (1997)
> ## CHAPTER 1.1: ANALYTICAL FORMULAS FOR EUROPEAN OPTIONS:
> ## Black Scholes Option [Haug 1.1.1] --CALL
>    GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, 
+      b = 0.08, sigma = 0.30)
Title:
 Black Scholes Option Valuation 
Call:
 GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, 
     b = 0.08, sigma = 0.3)
Parameters:
          Value:
 TypeFlag c     
 S        60    
 X        65    
 Time     0.25  
 r        0.08  
 b        0.08  
 sigma    0.3   
Option Price:
2.133372  (Note: 2.133368443 was computed in Excel formulas)
Description:
 Tue Feb 09 09:45:12 2010 
> ## Black Scholes Option [Haug 1.1.1] --PUT
>    GBSOption(TypeFlag = "p", S = 60, X = 65, Time = 1/4, r = 0.08, 
+      b = 0.08, sigma = 0.30)
Title:
 Black Scholes Option Valuation 
Call:
 GBSOption(TypeFlag = "p", S = 60, X = 65, Time = 1/4, r = 0.08, 
     b = 0.08, sigma = 0.3)
Parameters:
          Value:
 TypeFlag p     
 S        60    
 X        65    
 Time     0.25  
 r        0.08  
 b        0.08  
 sigma    0.3   
Option Price:
5.846286  (Note: 5.84628221 was computed in Excel formulas)
Description:
 Tue Feb 09 09:48:53 2010