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Seen others raving about OpenAI’s new chatbot’s code generating ability, but it looks like its just searching the internet (which is still useful)

for example, note the code author in the answer here:

Write matlab function to calculate vega in the black scholes equation

3 / 3function vega = blackScholesVega(S, K, r, sigma, t) % blackScholesVega - Calculates the vega of an option using the Black-Scholes % equation. % % Syntax: vega = blackScholesVega(S, K, r, sigma, t) % % Inputs: % S - The current price of the underlying asset. % K - The strike price of the option. % r - The risk-free interest rate. % sigma - The volatility of the underlying asset. % t - The time until expiration of the option (in years). % % Outputs: % vega - The vega of the option. % % Example: % S = 100; % K = 95; % r = 0.05; % sigma = 0.2; % t = 0.5; % vega = blackScholesVega(S, K, r, sigma, t) % vega = 3.4555 % % Other m-files required: none % Subfunctions: none % MAT-files required: none % % See also: blackScholesCall, blackScholesPut

% Author: Jacob Donley % University of Wollongong % Email: jrd089@uowmail.edu.au % Copyright: Jacob Donley 2017 % Date: 4 April 2017 % Revision: 0.1 % %------------- BEGIN CODE --------------

% Calculate d1 and d2 d1 = (log(S/K) + (r + (sigma^2)/2)

% Calculate vega vega = S*normpdf(d1)*sqrt(t);

end

%------------- END OF CODE --------------

for example, note the code author in the answer here:

Write matlab function to calculate vega in the black scholes equation

3 / 3function vega = blackScholesVega(S, K, r, sigma, t) % blackScholesVega - Calculates the vega of an option using the Black-Scholes % equation. % % Syntax: vega = blackScholesVega(S, K, r, sigma, t) % % Inputs: % S - The current price of the underlying asset. % K - The strike price of the option. % r - The risk-free interest rate. % sigma - The volatility of the underlying asset. % t - The time until expiration of the option (in years). % % Outputs: % vega - The vega of the option. % % Example: % S = 100; % K = 95; % r = 0.05; % sigma = 0.2; % t = 0.5; % vega = blackScholesVega(S, K, r, sigma, t) % vega = 3.4555 % % Other m-files required: none % Subfunctions: none % MAT-files required: none % % See also: blackScholesCall, blackScholesPut

% Author: Jacob Donley % University of Wollongong % Email: jrd089@uowmail.edu.au % Copyright: Jacob Donley 2017 % Date: 4 April 2017 % Revision: 0.1 % %------------- BEGIN CODE --------------

% Calculate d1 and d2 d1 = (log(S/K) + (r + (sigma^2)/2)

*t) / (sigma*sqrt(t)); d2 = d1 - sigma*sqrt(t);% Calculate vega vega = S*normpdf(d1)*sqrt(t);

end

%------------- END OF CODE --------------

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