Java applet: Black and Scholes

JTB · August 11th, 2011, 4:16 pm

I am trying to make a simple java applet for calculating option premium using B&S.Does anybody have tips (or code) for doing this?I want combine HTML and java. So I can put the input variables, and push a "Calculation buttom". Basically, I want to create something like this one:http://www.espenhaug.com/BS_applet.htmlMy final goal is to be able to add more option pricing formulasAny help on this topic would appreciated!

Hansi · August 12th, 2011, 1:27 am

Yes, don't... Java applet? Where did you get access to a time machine?A) Use something modernB) Do you want to give up on quant finance and become a web developer?

acastaldo · August 12th, 2011, 1:51 pm

QuoteJava applet ? [....] Use something modernCan you give a hint to us Troglodytes about the modern approach to develop a simple interactive Web app like this?

Hansi · August 12th, 2011, 5:41 pm

I'm not a web dev but I'd go for HTML5 and Javascript for front end, Ajax for communication and back end in something limber and easy to use like Ruby, Python or even PHP for the backend. ASP.NET and C# is another option, but wouldn't define that as limber.

tags · August 13th, 2011, 9:40 am

Once again Hansi sounds right commenting that java applets is old stuff.On the Collector's option calculator webpage, it reads "version 1.0 1999 (Java 1.2)" Nonetheless, there is a collection of code snippets in various programming languages, here . that may help ...

rusti999 · August 13th, 2011, 2:31 pm

If you still want to stick with the applet but want to challenge yourself, try writing the applet in Scala.

Polter · August 13th, 2011, 6:42 pm

Or, if you know C++ and want to try something different, you may have some fun with the Wt C++ Toolkit for Web Applications.See documentation for intro & tutorials.You may also try looking at some examples, e.g., chartsJust go through Installing Wt on MS Windows to get it up and running (it's cross-platform, so it also works on others OSes).A fun project could be to hook it up to QuantLib!

JTB · August 13th, 2011, 6:43 pm

Is there a Quantlib for Java?

Polter · August 13th, 2011, 6:47 pm

http://quantlib.org/extensions.shtml

tags · August 13th, 2011, 6:54 pm

i didn't know the Wt library. thank you or sharing Polter

ottbot · August 14th, 2011, 4:34 pm

You could have a go at Chrome's NaCl (native client) and trying running some client side C/C++ in the browser. Though you seem pretty keen on Java! http://code.google.com/chrome/nativeclient/

Strandi · August 15th, 2011, 11:05 am

Try this one :-)http://www.christoph-junge.de/blackscholes.phpFull source code available for download.

JTB · August 15th, 2011, 11:45 am

Thanks, strandi. Will it work if I just push "run " in Eclipse?What I am wondering about; do I have to do anything else (PhP) ? Or Is it the "whole code, everything". Btw, I read your master thesis as well. It is very interesting, but the zip-link didn't work.Is it possible to get acces to that zip-file?

Strandi · August 15th, 2011, 12:18 pm

Run as Applet should do.To include it on a webpage you need some HTML tags...very basic.

JTB · August 15th, 2011, 12:27 pm

It works perfectly, Strandi.Mange takk:-)