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European Option Pricing Excel Template by Etsegenet Tafesse is a document available to read on EtoBox.
What is European Option Pricing Excel Template about?
The document provides an Excel template for calculating the value of European call and put options using the Black-Scholes-Merton (BSM) model. It details the parameters for stock XYZ, including its current price, strike price, volatility, risk-free rate, and time until expiry. The calculated prices for the call and put options are $4.08 and $1.16, respectively.
- Author
- Etsegenet Tafesse
- Language
- EN