In this video, I demonstrate how to calculate the values of call and put options using the Black-Scholes model in Excel. I also demonstrate how to write and use Visual Basic Functions to calculate the Black-Scholes option values.
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@sengelbrАй бұрын
This is awesome, great to see the equations in both Excel and also VB format, plus I learned a couple of tricks I didn't know like how to bring up the parameter list for a function. Two things: 1) In d1 it's Risk Free Rate minus Div, however in the Call function it's just Risk Free Rate - is the Div not subtracted there also? and 2) could you please add how to calculate the Greeks? That would make it complete for me. Thx.