Nov
18
Hi David.
I have some questions.
In practice, can you teach me in spreedsheet, how changue the black & Schoels formula for: Options for shares that pays dividens, options on indexes and options on currency or Foreign Exchangue.
Saludos from MEXICO
GABRIEL
if your dividend is continuous, just replace r in black scholes with r-d, here d is divident percentage. for currency option, replace r-d with r-rf, here rf is the interest of foreign currency. See this page for how to use black scholes in Excel http://www.mathfinance.cn/black-scholes-on-excel
..]one useful source of tips on this subjectis ,evanblogs.com,..]
Interesting, I`ll quote it on my site later.
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