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Metastock also has a program to calculate option price. Is this
based on different model than Black/Scholes ?
Charles F. Corbit III wrote:
>
> For anyone that is interested, I completed an Excel 5.0 spreadsheet on the
> Black/Scholes pricing model. It is basic, calculates greeks and allow you
> to vary inputs over a range and see the effects on charts. It was an
> excellent learning experience and helped me a lot. It is located at on my
> homepage under the hobbies section.
>
> BTW - I just received McMillan's book. It is a great book ! I remember
> someone here saying they thought it was too technical and dry, but I
> thought just the opposite. It is very clear and straight to the point. It
> is a lot less technical/theoretical than Tompkin's book which had two full
> chapter on calculating volatility !
>
> Regards,
>
> Charles F. Corbit III
> http://home.sprynet.com/sprynet/ccorbit/index.htm
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