VsCap: How to calculate option Greeks in Excel



A very basic beginners guide to valuing options in excel. Useful for anyone looking to start a model based on pricing or trading options.

Comments

  1. do you have a copy of the excel spreadsheet to download? Thanks
  2. actually we can use the functions of Excel itself, like call_eur and call_delta and call_gamma etc. 
  3. Excel in the description. Many thanks!
  4. Can you post excel for this or PM me the excel...a bit tough to read through video the entire formula..


Additional Information:

Visibility: 9793

Duration: 4m 42s

Rating: 20