black-scholes pricing

  1. R

    Black-Scholes Pricing and Greeks in VBA

    Hi all, Here are functions which will calculate the Black-Scholes call value as well as all of it's greeks in VBA (delta, gamma, vega, theta and rho). The functions for the Black-Scholes put price and greeks are available here. Enjoy! Function CallPrice(StockPrice As Double, StrikePrice As...
    • RonAkke
    • Thread
    • black scholes black-scholes black-scholes greeks black-scholes pricing vba
    • Replies: 0
    • Forum: Excel Questions

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