Using the NAG Library to calculate financial option prices in Excel Marcin Krzysztofik and Jeremy Walton∗ The Numerical Algorithms Group Ltd. 1 - Delta neutral - Document - PDFSEARCH.IO

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	Using the NAG Library to calculate financial option prices in Excel Marcin Krzysztofik and Jeremy Walton∗ The Numerical Algorithms Group Ltd. 1 Add to Reading List Document Date: 2013-11-15 11:15:15 Open Document File Size: 1,91 MB Share Result on Facebook Company Microsoft / The Numerical Algorithms Group Ltd. / / Currency pence / / / Event Labor Issues / M&A / / Facility NAG Library / / IndustryTerm analytic solutions / analytic solution / analytical solution / closed-form solution / / MusicGroup Excel / / Person Jeremy Walton / / Position trader / rXe−rT / rT / Xe−rT / writer / / Technology simulation / / SocialTag Mathematical finance Investment Black–Scholes Greeks Valuation of options Put option Call option Futures contract Delta neutral Options

Using the NAG Library to calculate financial option prices in Excel Marcin Krzysztofik and Jeremy Walton∗ The Numerical Algorithms Group Ltd. 1Add to Reading List