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Options in Mathematica

• To: mathgroup at christensen.cybernetics.net
• Subject: [mg886] Options in Mathematica
• From: aak at rmbmain.rmb.co.za
• Date: Fri, 28 Apr 1995 00:43:47 -0400

In Varian's book (`Economic and Financial Modeling with Mathematica') there is a
chapter on options where the Black and Scholes equation has been implemented. 
Is there anything else around where EXOTIC OPTIONS have been implemented in
Mathematica?

Are there any other book on economics/finance and Mathematica?

Thanks for the help.

Antonie Kotze
aak at rmbmain.rmb.co.za