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Does Mathematica 10 have 2nd & 3rd Order Greeks for Options (Derivatives)?

Posted 9 years ago
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POSTED BY: Dan M
Posted 9 years ago

If I am allowed,

the top 3 of frustrations I have in my relationship with Mathematica are:

  1. "Mathematica stopped working" - last time I lost 3 hours of work due to this problem
  2. Inefficiencies, here and there..
  3. Unnecessary Automation

Dan's request refers exactly to the third one. Currently available functions enable one to easily obtain n-order Greeks.

I'd prefer reliability and efficiency first of all.

POSTED BY: Sandu Ursu
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