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Option Greeks Based on Black-Scholes Option Pricing Model

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Option Greeks Based on Black-Scholes Option Pricing Model

This program contains option sensitivities (delta, gamma, vega, theta, and rho) formulas and source code. Option sensitivities are also know as the Greeks. They measures how sensitive the option price is toward changes in its parameters. All Greeks are available in user-defined VBA functions with mathematical formulas.

Option Greeks Based on Black-Scholes Option Pricing Model

Finance and Statistics Model Set Start

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.

Finance and Statistics Models Set You will be able to download your software immediantley after purchase $29.95 Payment Options/Problems
Or, buy as part of the Excel VBA Models Combo Set for only $59.95 and also includes:
Numerical Searching Methods and Option Pricing Models and Random Numbers Generator and Statistics

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