University of Richmond UR Scholarship Repository Finance Faculty Publications Finance Spring 2003 Visualizing the Stochastic Calculus of Option Pricing with Excel and VBA Tom Arnold University of Richmond, [email protected] Stephen C. Henry Follow this and additional works at: hp://scholarship.richmond.edu/ﬁnance-faculty-publications Part of the Applied Mathematics Commons , and the Business Administration, Management, and Operations Commons is Article is brought to you for free and open access by the Finance at UR Scholarship Repository. It has been accepted for inclusion in Finance Faculty Publications by an authorized administrator of UR Scholarship Repository. For more information, please contact [email protected]. Recommended Citation Arnold, Tom, and Stephen C. Henry. "Visualizing the Stochastic Calculus of Option Pricing with Excel and VBA." Journal of Applied Finance 13, no. 1 (Spring 2003): 56-65.

Visualizing the Stochastic Calculus of Option Pricing with

Download PDF Report

Upload
others
View
1
Download
0

Embed Size (px)

Citation preview

Page 1: Visualizing the Stochastic Calculus of Option Pricing with

University of RichmondUR Scholarship Repository

Finance Faculty Publications Finance

Spring 2003

Visualizing the Stochastic Calculus of OptionPricing with Excel and VBATom ArnoldUniversity of Richmond, [email protected]

Stephen C. Henry

Follow this and additional works at: http://scholarship.richmond.edu/finance-faculty-publications

Part of the Applied Mathematics Commons, and the Business Administration, Management, andOperations Commons

This Article is brought to you for free and open access by the Finance at UR Scholarship Repository. It has been accepted for inclusion in FinanceFaculty Publications by an authorized administrator of UR Scholarship Repository. For more information, please [email protected].

Recommended CitationArnold, Tom, and Stephen C. Henry. "Visualizing the Stochastic Calculus of Option Pricing with Excel and VBA." Journal of AppliedFinance 13, no. 1 (Spring 2003): 56-65.

http://robins.richmond.edu/?utm_source=scholarship.richmond.edu%2Ffinance-faculty-publications%2F14&utm_medium=PDF&utm_campaign=PDFCoverPages

http://scholarship.richmond.edu?utm_source=scholarship.richmond.edu%2Ffinance-faculty-publications%2F14&utm_medium=PDF&utm_campaign=PDFCoverPages

http://scholarship.richmond.edu/finance-faculty-publications?utm_source=scholarship.richmond.edu%2Ffinance-faculty-publications%2F14&utm_medium=PDF&utm_campaign=PDFCoverPages

http://scholarship.richmond.edu/finance?utm_source=scholarship.richmond.edu%2Ffinance-faculty-publications%2F14&utm_medium=PDF&utm_campaign=PDFCoverPages

http://scholarship.richmond.edu/finance-faculty-publications?utm_source=scholarship.richmond.edu%2Ffinance-faculty-publications%2F14&utm_medium=PDF&utm_campaign=PDFCoverPages

http://network.bepress.com/hgg/discipline/115?utm_source=scholarship.richmond.edu%2Ffinance-faculty-publications%2F14&utm_medium=PDF&utm_campaign=PDFCoverPages

http://network.bepress.com/hgg/discipline/623?utm_source=scholarship.richmond.edu%2Ffinance-faculty-publications%2F14&utm_medium=PDF&utm_campaign=PDFCoverPages

mailto:[email protected]