financialengineering

  1. J

    VBA Valuation of a barrier option with Black-Scholes formula

    Hello fellow members, I am new to this forum and to VBA and am seeking help in finding the error for my makro in VBA. I am trying to value a down-and-out put barrier option with the adjusted BS formula from Haug (I left out F because there is no Rebate). I inserted the formula I want to use...
    • JohnDenim
    • Thread
    • barrieroptions blackscholes double financialengineering vba
    • Replies: 9
    • Forum: Excel Questions

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