Decided to cover a bit more pricing issues to be in a position to be able to plot all sorts of combos for instance on Excel.
The B&S spreadsheet is available on request: it contains RaphsonNewtown and a few other goodies like interest rates extraction from the internet.
Video available here https://my.aeromir.com/go/u.ffe2/fid/10940/hash/8698454FEAE86858BE35.html
With the available tools now, it is calculate and plot projections using Individual Volatilities (called EIOIO on OptionVue).
For those also interested in NelderMead, here is a link to the spreadsheet with fairly simple VBA code: https://www.dropbox.com/s/wfw121vobn3ijgn/neldermead_downhillsimplex.xlsm?dl=0
The B&S spreadsheet is available on request: it contains RaphsonNewtown and a few other goodies like interest rates extraction from the internet.
Video available here https://my.aeromir.com/go/u.ffe2/fid/10940/hash/8698454FEAE86858BE35.html
With the available tools now, it is calculate and plot projections using Individual Volatilities (called EIOIO on OptionVue).
For those also interested in NelderMead, here is a link to the spreadsheet with fairly simple VBA code: https://www.dropbox.com/s/wfw121vobn3ijgn/neldermead_downhillsimplex.xlsm?dl=0
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