harry_summy
New Member
Hi David and forum members
Please see spread sheet
I am uploading an excel spreadsheet, where I have calculated delta, gamma and vega but I could not get theta formula through or could not understand from what David has done. Can any one help for calculation of theta, rho or any better Idea how to calculate the same given other inputs of BSM model. How to go about when it is binomial model
Please see spread sheet
I am uploading an excel spreadsheet, where I have calculated delta, gamma and vega but I could not get theta formula through or could not understand from what David has done. Can any one help for calculation of theta, rho or any better Idea how to calculate the same given other inputs of BSM model. How to go about when it is binomial model
