These are
custom formulas I created to aid in analysis of financial options using
the Black-Scholes model. Functions are included for pricing calls and
puts, calculating the "greeks" (Delta, Gamma, Theta, Vega, Rho) as well as a basic
implied volatility function (something I couldn't find freely available elsewhere.
The formulas are easy to add in to Excel and will appear in your User Defined Functions library. I've done my best to validate them for accuracy, but use them at your own risk.
No gurantees. I hope to improve the functionality over time, so keep checking back. Suggested improvements are always welcome.
