Black-Scholes-Merton (BSM) Option Pricing Model (with Greeks) in Excel - PART 2

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00:00 Greek formula and setting up
01:25 Option delta
02:35 Option gamma
04:34 Option vega
05:15 Option theta
08:21 Option rho
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I can't thank you enough for this Fabian! Been stuck for weeks trying to find a Theta with dividends formula the makes sense and gives correct values. Nice one!!👏

bardbardy
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Thank you so much for this! I was able to follow perfectly at speed = 50% :)

TheExceptionalState
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Gamma can be calculated through NORM.DIST(-d1, 0, 1, FALSE). Don't forget the minus sign before d1

wayworldoffinance
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Can you please provide the excel sheet with formula ? It will be helpful.

trinayan