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#1
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Formula help
d1= ln(B6/B7)+[(B8+((B9^2)/2) x b10] / (B9) (SQRT B10)
This is supposed to be Black-Scholes Option Pricing Model. I tried my best to show the formula on here and I entered the cells for the values. I need to be able to put this in an excel but I am having trouble with the placing of parentheses and using the right formulas. If you need more clarification the formula let me know. I did my best with what I could do. thanks for the help in advance |
#2
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Formula help
Hi,
I have to confess to not knowing what black-Scholes is but Google does!! http://www.vbaexpress.com/kb/getarticle.php?kb_id=1013 or here http://www.theresearchkitchen.com/blog/archives/77 and many more Mike "Confusicous" wrote: d1= ln(B6/B7)+[(B8+((B9^2)/2) x b10] / (B9) (SQRT B10) This is supposed to be Black-Scholes Option Pricing Model. I tried my best to show the formula on here and I entered the cells for the values. I need to be able to put this in an excel but I am having trouble with the placing of parentheses and using the right formulas. If you need more clarification the formula let me know. I did my best with what I could do. thanks for the help in advance |
#3
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Formula help
Does it show how to enter the formula in a way excel can read it? haha I just
can't get my parentheses right. "Mike H" wrote: Hi, I have to confess to not knowing what black-Scholes is but Google does!! http://www.vbaexpress.com/kb/getarticle.php?kb_id=1013 or here http://www.theresearchkitchen.com/blog/archives/77 and many more Mike "Confusicous" wrote: d1= ln(B6/B7)+[(B8+((B9^2)/2) x b10] / (B9) (SQRT B10) This is supposed to be Black-Scholes Option Pricing Model. I tried my best to show the formula on here and I entered the cells for the values. I need to be able to put this in an excel but I am having trouble with the placing of parentheses and using the right formulas. If you need more clarification the formula let me know. I did my best with what I could do. thanks for the help in advance |
#4
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Formula help
Did you look? The 2 links I posted are user defined functions. Whether they
work or not I've no idea but the VBAExpress link is usually very reliable Mike "Confusicous" wrote: Does it show how to enter the formula in a way excel can read it? haha I just can't get my parentheses right. "Mike H" wrote: Hi, I have to confess to not knowing what black-Scholes is but Google does!! http://www.vbaexpress.com/kb/getarticle.php?kb_id=1013 or here http://www.theresearchkitchen.com/blog/archives/77 and many more Mike "Confusicous" wrote: d1= ln(B6/B7)+[(B8+((B9^2)/2) x b10] / (B9) (SQRT B10) This is supposed to be Black-Scholes Option Pricing Model. I tried my best to show the formula on here and I entered the cells for the values. I need to be able to put this in an excel but I am having trouble with the placing of parentheses and using the right formulas. If you need more clarification the formula let me know. I did my best with what I could do. thanks for the help in advance |
#5
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Formula help
If you are trying to implement the d1 formula from Mike's 2nd link below,
the parentheses would be as follows: =(LN(B6/B7) + (B8+(B9^2)/2)*B10) / (B9*SQRT(B10)) If you click in the formula bar, Excel will colour code the parentheses for you, so that you can check whether they are correct. -- David Biddulph "Confusicous" wrote in message ... Does it show how to enter the formula in a way excel can read it? haha I just can't get my parentheses right. "Mike H" wrote: Hi, I have to confess to not knowing what black-Scholes is but Google does!! http://www.vbaexpress.com/kb/getarticle.php?kb_id=1013 or here http://www.theresearchkitchen.com/blog/archives/77 and many more Mike "Confusicous" wrote: d1= ln(B6/B7)+[(B8+((B9^2)/2) x b10] / (B9) (SQRT B10) This is supposed to be Black-Scholes Option Pricing Model. I tried my best to show the formula on here and I entered the cells for the values. I need to be able to put this in an excel but I am having trouble with the placing of parentheses and using the right formulas. If you need more clarification the formula let me know. I did my best with what I could do. thanks for the help in advance |
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