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Mathematica
8: Built-in Financial Computations
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Tight integration of Financial Functions
Compute the value of an option, based on the latest price of the stock and continuous-compounding equivalent interest rate.
In[1]:=
X
FinancialDerivative[ {"American", "Put"}, {"StrikePrice" -> 40.00, "Expiration" -> 3}, {"InterestRate" -> EffectiveInterest[.05, 0], "Volatility" -> 0.26, "CurrentPrice" -> FinancialData["MSFT"], "Dividend" -> 0.07}]
Out[1]=