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View all Eloqoons. Why do I need to sign up with LinkedIn? Black-Scholes Model calculators Start the discussion! What is the Black Scholes Model? The model makes certain assumptions: The option is European and can only be exercised at expiration. No dividend is paid out during the life of the option. Markets are efficient and cannot be predicted. No transaction costs are incurred when buying an option. The risk-free rate and volatility of the underlying are known and constant.
The returns on the underlying are normally distributed. Note, be sure to delete the example information before beginning. The Software Product and any related documentation are provided "As Is. Read the complete End User License Agreement here. Black-Scholes Model European. Quick and simple to use Black-Scholes Calculator. A total of 8 inputs are necessary for this calculation to work.
In this example, separate function procedures are developed for the call code 1 and put code 2 equations. DIST function, line 6 in code 1 and 2, requires that the dot operators be replaced by underscores when the function is called from VBA. Output is sent to the Immediate Window with the Debug. Print method. Hull J, , 'Options, futures, and other derivatives', 7th ed.
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