excel yield curve_current yield是什么_yield curve(5)

I calculate e-rt in cell Q44:

=EXP(-D44*G44)

Then I use it to calculate X e-rt in cell R44:

=B44*Q44

Analogically, I calculate e-qt in cell S44:

=EXP(-E44*G44)

Then I use it to calculate S0 e-qt in cell T44:

=A44*S44

Now I have all the individual terms and I can calculate the final call and put option price.

I combine the 4 terms in the call formula to get call option price in cell U44:

=T44*M44-R44*O44

I combine the 4 terms in the put formula to get put option price in cell U44:

=R44*P44-T44*N44

Here you can continue to the second part, which explains the formulas for delta, gamma, theta, vega, and rho in Excel:

Continue to Option Greeks Excel Formulas

Or you can see how all the Excel calculations work together in the Black-Scholes Calculator. Explanation of the calculators other features (parameter calculations and simulations of option prices and Greeks) are available in the attached .

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