#Nathan Fox #Homework 20 #I give permission for this work to be posted online #Read procedures from class/last homework read(`C20.txt`): #Help procedure Help:=proc(): print(` CheckBSEq() `): end: ##PROBLEM 1## #Check the Black-Scholes Equation CheckBSEq:=proc() local V, S, t, sig, r, K: V(S, t):=BSsym(S, sig, r, T-t, K): return evalb(normal(diff(V(S, t), t)+1/2*sig^2*S^2*diff(V(S, t), S, S)+r*S*diff(V(S, t), S)-r*V(S, t)) = 0): end: #This returns true, as it should ##PROBLEM 2## #Convinced