Black-Scholes Model for Option Valuation : Excel Based

Partner: Udemy
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Description: About the CourseThis course has a single objective which is to build up an Excel based Black-Scholes-Metron Model used for option pricing and calculating option price on a future date. Two of the three persons after whom the model is named are winner of Nobel Memorial Prize for Economic Sciences. The third person would also have got the prize, but he died before the prize was announced and  this prize is not given posthumously. Since 1973 till today this model is widely used by traders to understand movement of European Option price. I have developed this model in Excel and have back-tested with actual market data. You can first understand the theory behind this model. Then you need to understand the difference between European and American stock options.  Then you can understand three important Excel function NORMSDIST(), EXP() and  LN(). If you are using the latest version of Excel you can use the NORM.S.DIST() function of Excel also. Then I shall take you through the concepts of Option Expiry Date, Option Valuation Date, Underlying Price, Exercise Price, Time to Maturity, Risk Free Rate of Interest, Dividend Yield and Volatility. Then I shall develop,step by step, the valuation model for both PUT and Call European options. Input in each cell will be explained and how they are linked with formula will also be explained. Finally you shall be able to download the entire spreadsheet and view all the formula that are working in the background. The beauty of this spreadsheet is, it has no user-defined functions and no macros. It works in all the versions of Excel from 2007 to any later version of Excel. In case of any difficulty I am always available through the Udemy system. I shall try to answer any query that you may have in 48 hours flat. About the Black-Scholes-Merton modelBlack-Scholes-Merton  is a pricing model used to determine the fair price or theoretical value for an European call or a put option based on five variables s
Category: Finance & Accounting > Financial Modeling & Analysis > Options Trading
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Price: 19.99
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Source: Impact
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