Black & Sholes SpreadSheet

Black & Sholes SpreadSheet

Black & Sholes SpreadSheet Highlights Based on the Black-Scholes option pricing model + its Merton’s extension to account for dividends Calculates call and put option prices when given the parameters (underlying price, strike price, volatility, interest rate, dividend yield, and time to expiration) Calculates option Greeks – delta, gamma, theta, vega, rho Finds implied volatility when given an option’s price and…