Black-Scholes-Merton European Option Pricing Excel VBA Spreadsheet
Description:
A simple option pricer and payoff diagram.
Pricing model is the well-known Black-Scholes-Merton.
Implementation interface is in Excel.
Implementation of functional code is in VBA.
Green cells are input cells for parameters.
Yellow cells are output cells that display the result.
C:\Dropbox\_\work\Fin_Deriv\_Theory\_Tool\Fin_Deriv_Analytical_Option_Pricer\Opt_Euro_V_D.xlsm
Black-Scholes-Merton European Option Pricing Excel VBA Spreadsheet
Description:
A simple option pricer and payoff diagram.
Pricing model is the well-known Black-Scholes-Merton.
Implementation interface is in Excel.
Implementation of functional code is in VBA.
Green cells are input cells for parameters.
Yellow cells are output cells that display the result.
C:\Dropbox\_\work\Fin_Deriv\_Theory\_Tool\Fin_Deriv_Analytical_Option_Pricer\Opt_Euro_V_D.xlsm
