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Black-Scholes Options Pricing Model - Banking & financial services model for derivatives

This model calculates and charts call and put option prices based on the celebrated Black-Scholes option pricing model. The related option greeks are also calculated.

The results are presented in a clear and easily read table. The flexible chart enables option prices to be plotted against a range (10 steps above and below entered value) of the input parameters.

The spreadsheet has the following components:

Input - Simple, single input table for all parameters
Results - Clearly presented results table
Chart - Enabling option prices to be plotted against input variables
Calculation - Separate sheet clearly detailing all calculations

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About the author

Ian_Mac

1 models
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