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RE: Help programming Black-Scholes model in Excel ?????



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Simply convert the Omega code to VBA ....that's all. The source is available
in TS2000i.

> -----Original Message-----
> From: Kent Shaw [mailto:kshaw@xxxxxxxxxxxx]
> Sent: Saturday, September 16, 2000 4:48 PM
> To: omega-list@xxxxxxxxxx
> Subject: Help programming Black-Scholes model in Excel ?????
>
>
> I'd really like to be able to compare implied volatilities of about 15-20
> options at one time and was wondering if it was possible to program in
> Excel. I haven't really tried yet but thought that I would ask the "list"
> first before attempting it. Any advice or hints would be very much
> appreciated. Thanks and good luck all !!!!!!!!!
>
> Kent the Shaw
>
> "The Spirit of God has made me; the breath of the Almighty gives me life."
>                                - Job 33:4
>
>
>
>