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...maybe it is a Y2K problem...
The ver you are using is not Y2K compatible...I think...
I may be wrong...
anil
--- In Metastockusers@xxxx, "sebastiandanconia"
<sebastiandanconia@xxxx> wrote:
> I've entered the Black-Scholes Option Pricing Formula into an
Excel
> spreadsheet...maybe.:)) I wanted to test it to see if I got it
> entered correctly, so I input the same option-pricing parameters
into
> both my Excel formula and Optionscope. Same security price,
strike,
> time to expiry, volatility, interest rate, etc.
>
> The call price calculations were within 2/10 of 1% of each other,
and
> I'm assuming that could just be because of a difference in
rounding
> between the two software programs.
>
> But the put price calculations are off by about 10%. (Excel came
out
> with a put price 10% lower than Optionscope.)
>
> I'm using Excel 2000 and Optionscope 2.1 (in Metastock 6.52).
>
> Are there differences in the way that Metastock makes calculations
> and the way Excel makes them? Any assumptions that are different
in
> the two software programs that might cause subtle changes in the
> outputs? Did MS alter Black-Scholes in some way when they entered
> the formula into Optionscope? Have I discovered a "bug" in an out-
of-
> date software package?:) Or is my high-school algebra simply so
far
> out-of-date that the old rules don't even apply any more and I've
> made an embarrassing rookie error?:)))
>
> TIA for any helpful hints.:)
>
>
> Luck to all,
>
> Sebastian
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