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Black-Scholes Model
(Click tabs below to see Excel Formula and comparable R Language results.)
INPUT
Stock Price 60 Side Calculations
Strike Price 65 for Formulas
Volatility (SD) 30% -0.325284718 `
Risk Free Rate 8% -0.475284718
Term (Years) 0.25
OUTPUT
VBA (or Add-in) Formulas
European Call 2.133368445 2.133368445
European Put 5.84628221 5.84628221