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For anyone that is interested, I completed an Excel 5.0 spreadsheet on the
Black/Scholes pricing model. It is basic, calculates greeks and allow you
to vary inputs over a range and see the effects on charts. It was an
excellent learning experience and helped me a lot. It is located at on my
homepage under the hobbies section.
BTW - I just received McMillan's book. It is a great book ! I remember
someone here saying they thought it was too technical and dry, but I
thought just the opposite. It is very clear and straight to the point. It
is a lot less technical/theoretical than Tompkin's book which had two full
chapter on calculating volatility !
Regards,
Charles F. Corbit III
http://home.sprynet.com/sprynet/ccorbit/index.htm
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