skip to main
|
skip to sidebar
Ingenuity Space
An evil genius' pursuit of childhood dreams.
About me
External publications
Personal favorites
Blogs I read
Josh Levine's
3 months ago
USDA Blog
2 years ago
Jennifer Harman
Haim Bodek's Blog
Hyper Smash
Thursday, June 7, 2012
Black Scholes in Excel
This is thanks to the awesome
Espen Haug
, author of
Derivative Models on Models
, and a well known figure in the quantitative finance community.
The Black Scholes formula
And here's how it can be done in Excel.
Newer Posts
Older Posts
Home
Subscribe to:
Posts (Atom)
Search Content
Popular Posts
Don't Follow The Trend
Excel data analysis 4.2 (Overnight Gap)
Dynamic Hedging by Nassim Taleb (Book Review)
Portfolio Theory, and practice
Excel Data Analysis 3.1 (Volatility Filtering)
Explore Content
▼
2016
(1)
▼
April
(1)
Profitable option trading, thinking on a deeper level
►
2013
(34)
►
November
(1)
►
October
(5)
►
September
(1)
►
August
(2)
►
July
(1)
►
June
(3)
►
May
(2)
►
April
(4)
►
March
(8)
►
February
(3)
►
January
(4)
►
2012
(67)
►
December
(11)
►
November
(10)
►
October
(3)
►
September
(2)
►
August
(4)
►
July
(6)
►
June
(4)
►
May
(5)
►
April
(4)
►
March
(4)
►
February
(8)
►
January
(6)
►
2011
(79)
►
December
(4)
►
November
(3)
►
October
(10)
►
September
(14)
►
August
(7)
►
July
(6)
►
June
(5)
►
May
(6)
►
April
(6)
►
March
(3)
►
February
(4)
►
January
(11)
►
2010
(55)
►
December
(10)
►
November
(11)
►
October
(5)
►
September
(2)
►
August
(1)
►
July
(2)
►
June
(2)
►
May
(4)
►
April
(7)
►
March
(3)
►
February
(2)
►
January
(6)
►
2009
(110)
►
December
(5)
►
November
(5)
►
October
(5)
►
September
(13)
►
August
(13)
►
July
(13)
►
June
(10)
►
May
(7)
►
April
(9)
►
March
(9)
►
February
(8)
►
January
(13)
►
2008
(137)
►
December
(8)
►
November
(8)
►
October
(13)
►
September
(19)
►
August
(7)
►
July
(10)
►
June
(7)
►
May
(12)
►
April
(19)
►
March
(26)
►
February
(8)
►
2006
(11)
►
June
(11)