Lambda the Ultimate

Black-Scholes in Multiple Languages
started 10/19/2003; 7:33:38 AM - last post 10/20/2003; 9:43:15 AM

Ehud Lamm - Black-Scholes in Multiple Languages

10/19/2003; 7:33:38 AM (reads: 5049, responses: 4)

Black-Scholes in Multiple Languages

You naturally know the Black-Scholes-Merton Nobel Prize formula, but in how many languages?

I am not sure this really qualifies as fun, but what the heck...

Among the languages you'll find on this web page are Transact SQL, LyME, ColdFusion and even Icon.

But don't worry: Haskell is also included

Posted to fun by Ehud Lamm on 10/19/03; 7:35:14 AM

Isaac Gouy - Re: Black-Scholes in Multiple Languages

10/19/2003; 8:24:10 AM (reads: 403, responses: 0)

As these are code snippets rather than programs it's less fun than it could be.

Isaac Gouy - Re: Black-Scholes in Multiple Languages

10/19/2003; 10:27:19 PM (reads: 337, responses: 0)

But don't worry: Haskell is also included
I'm unable to figure out if the Haskell implementation is correct - in the other implementations it's obvious that we have

a1 * k**1 + a2 * k**2 + a3 * k**3 + a4 * k**4 + a5 * k**5

in my very limited understanding the Haskell solution seems to have

a1 * k + a2 * k + a3 * k + a4 * k + a5 * k

Probably just me.

Isaac Gouy - Re: Black-Scholes in Multiple Languages

10/20/2003; 9:32:03 AM (reads: 297, responses: 1)

Too much trouble to say Horner's rule?

Ehud Lamm - Re: Black-Scholes in Multiple Languages

10/20/2003; 9:43:15 AM (reads: 311, responses: 0)

Sorry about that. I wanted to look at the code to make sure this is what's going on, and later your question slipped my mind...