Spreadsheet for Understanding option Greeks

[Jeffrey Chudy]

Spreadsheet for Understanding option Greeks

[Anonymous]

Hi,

The tutorial “Understanding option Greeks” mentions a spreadsheet:

“You can use the spreadsheet here that has the formulae for the various Greeks built in to play around and discover.”

I dont see any link to download it, is it available somewhere?

[Anonymous]

You can download the spreadsheet from this link: http://www.riskprep.com/images/stories/distrib/excel/BlackScholesArray.xls

It appears at the bottom of the Option Valuation tutorial. Let me know if you have any issues.

Good luck,
Mukul Pareek

[Author]

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