Black-Scholes Option Pricing Model - European Call and Put
Microsoft Excel - From Beginner to Expert in 6 Hours/ EXCEL DASHBOARD REPORTS
In this example, we derived call and put option price based on the Black-Scholes model. The function procedures are used. The first function, SNorm(z), computes the probability from negative infinity to z under standard normal curve. This function provides results similar to those provided by NORMSDIST( ) on Excel. The second function and the third function compute call and put prices, respectively.
See Examples below;
Standard Deviation and Mean
Lotto Number Generator >
Playing Card Probability >
Normal Distribution Random Number Generator >
Monte Carlo Integration >
Black-Scholes Option Pricing Model - European Call and Put >
Binomial Option Pricing Model >
Portfolio Optimization >
Multiple Regression >
Bootstrap - A Non-Parametric Approach >
Multivariate Standard Normal Probability Distribution >
Monte Carlo Simulation >
Option Greeks Based on Black-Scholes Option Pricing Model.
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