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Hi Massimiliano,
Look at http://home4.pacific.net.sg/~sgbeamer/ where you'll find an Excel
Workbook (optsel2a.xls) containing Black&Scholes VBA code which can easily
be translated in VB.
Salve,
Thomas
At 17:08 2001-11-05 -0800, you wrote:
>Date: Mon, 5 Nov 2001 16:13:56 +0100
>From: Scorpio Massimiliano <massimiliano.scorpio@xxxxxxxxxxxx>
>To: "'omega-list@xxxxxxxxxx'" <omega-list@xxxxxxxxxx>
>Subject: VB Formula for Implied Vol
>
>Hi does anybody knows where is possible to download or see a Visual Basic
>code to calculate Black&Scholes formula for Option Implied Volatility?
>
>Tks vm
>Max Scorpio (Italy)
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Thomas Pfluegl, Rudersdorf 8, A - 4212 Neumarkt
Austria Tel. ++ 43 - (0) 7941 - 8106
http://keplerweb.oeh.uni-linz.ac.at/trading/index.html
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Austria/Europe --> high mountains --> Mozart --> no kangaroos
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