M. Bret Blackford

Michael Bret Blackford

Projects:

Black-Scholes Option Model in Java

Unable to find any well documented Java source code for the Black-Scholes option model I decided to write my own (Source code in GitHub). I am proud to say this code of mine is cited by Wikipedia in its Black-Scholes entry (see Computer Imlplementations and click on the Black-Scholes in Java link). This project contains the following Java classes which generate a mark-to-model (MtM):

Black-Scholes Option Model in JavaScript

Similar to above but web enabled JavaScript