Black Scholes Merton - 8 min screencast

by David Harper, CFA, FRM, CIPM

FRM |

This shows how to use Excel to calculate the Black-Scholes-Merton. The Excel file is located here. If you'd like background on the intuition behind the Black-Scholes-Merton, I tried to introduce that yesterday. Here is the screencast:

Comments

1. Be the first to leave a comment!

Leave a Comment

Browse Categories

• Financial Risk Manager (FRM)
• Chartered Financial Analyst (CFA)
• Risk Measurement & Management
• Quantitative Methods
• Financial Statement Analysis
• Professional Tools
• Certification Exams

Related Articles

• New learning spreadsheets uploaded (Basel II, CAPM, RAPM)
  
• Expected loan return – 5.5 min screencast
  
• Convexity adjustment for Eurodollar futures and FRA – 5 min screencast
  
• ABX pricing factors (Learning outcomes “in the news”)
  
• Difference between forward price and futures price – 6 min screencast
  
• Cheapest to deliver (CTD) bond – 6 min screencast
  
• Conversion factor for Treasury bond futures contract – 7 min screencast
  
• Eurodollar futures – 6 min screencast
  
• Day count conventions – 5 min. screencast
  
• Normal & standard normal distribution
  

Forum Q&A