Black-Scholes Option Pricing
$4.99
Learn more about Black-Scholes option pricing by seeing its implementation in Excel, engineered to maximize your understanding through visualization and experimentation.
- Pricing formula for vanilla call/put options in math and Excel side-by-side
- Vibrant colors enable easy distinction of inputs, working, outputs
- Graphs to show how option values change as underlying asset price changes
Description
Pioneered by Fischer Black, Myron Scholes, Robert C. Merton in 1973, the Black-Scholes option pricing formula is perhaps the most important formula to understand in market risk (and counterparty risk) management.
Learn more about Black-Scholes option pricing by seeing its implementation in Excel, engineered to maximize your understanding through visualization and experimentation.
- Pricing formula for vanilla call/put options in math and Excel side-by-side
- Vibrant colors enable easy distinction of inputs, working, outputs
- Graphs to show how option values change as underlying asset price changes