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Black Scholes Formula (v. 1.3) Разработано Anup Doshi |
Black-Scholes formula according to Cox, J.C. and Rubinstein, M., Options Markets, Prentice-Hall, calculates call value, implied volatility & greeks.
Executive stock options may be valued as call. Adjust for dividends by inputting dividend yield, or deducting their present value from stock price.
new: http://bit.ly/cpXoz5
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[2010-08-21] A Google User: Doesn't work. Calculated call price is always the same as stock price. Calculated implied volatility is always zero. |
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[2010-08-21] Eugene: Doesn't work. Calculated call price is always the same as stock price. Calculated implied volatility is always zero. |
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