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black scholes en PRT 11 ?

ticktack · 2021-07-27T15:05:34+00:00

Bonjour, Est ce qu’il est possible d’écrire en langage PRT le calcul de la formule Black Scholes ? (pour calculer la valeur théorique d’une option CALL/PUT à partir du close de la barre courante ,de la volatilité, d’un objectif et d’une expiration) Ou bien peut être existe-t-il déjà une fonction dans PRT qui permet de le faire ? Merci pour toute piste ou bout de code 😉

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black scholes en PRT 11 ?

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07/27/2021 at 4:05 PM #174237 quote

ticktack
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Junior

Bonjour,

Est ce qu’il est possible d’écrire en langage PRT le calcul de la formule Black Scholes ?

(pour calculer la valeur théorique d’une option CALL/PUT à partir du close de la barre courante ,de la volatilité, d’un objectif et d’une expiration)

Ou bien peut être existe-t-il déjà une fonction dans PRT qui permet de le faire ?

Merci pour toute piste ou bout de code 😉

08/04/2021 at 4:51 PM #174680 quote

Nicolas
Keymaster

Legend

Pourquoi ne pas utiliser le module d’Option de la plateforme directement ? Dans le menu ‘Affichage / Chaîne d’option’.
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black scholes en PRT 11 ?

ProBuilder : Indicateurs & Outils Personnalisés

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ticktack @ticktack Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
5 years, 1 month ago.

Topic Details

Forum:	ProBuilder : Indicateurs & Outils Personnalisés
Language:	French
Started:	07/27/2021
Status:	Active
Attachments:	No files

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black scholes en PRT 11 ?

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black scholes en PRT 11 ? ProBuilder : Indicateurs & Outils Personnalisés

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black scholes en PRT 11 ?

ProBuilder : Indicateurs & Outils Personnalisés