Option Pricing in Excel


Today, I am bringing one xls file for you about calculating premiums of European options using Black-Scholes pricing formula.


Excel file : option pricing 


You just need to download this xls and change the values in yellow cells only.
This excel sheet can help you to calculate the implied volatility if you have option premium.


so now using this excel sheet, you can calculate following things.
  1.  calculate the premium.
  2.  calculate the volatility.
Time out,  catch you soon, have a nice time.


If I did something wrong calculation kindly let me know with your comments. I appreciate your feedback to improve my understanding(learning).

No comments:

Post a Comment

would you like it. :)