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@aasmith
aasmith / javascript option stuff.js
Created August 14, 2010 22:34
black scholes & IV in javascript
/* Returns probability of occuring below and above target price. */
function probability(price, target, days, volatility) {
var p = price;
var q = target;
var t = days / 365;
var v = volatility;
var vt = v*Math.sqrt(t);
var lnpq = Math.log(q/p);