Function dOne(stock, exercise, time, interest, sigma)
dOne = (Log(stock / exercise) + (interest + (sigma ^ 2) / 2) * time) / _
(sigma * time)
End Function
Function dTwo(stock, exercise, time, interest, sigma)
dTwo = dOne(stock, exercise, time, interest, sigma) - sigma * Sqr(time)
End Function
Function DeltaCall(stock, exercise, time, interest, sigma)
DeltaCall = Application.NormSDist(dOne(stock, exercise, time, interest, _
sigma))
End Function
Function normaldf(x)
normaldf = Exp(-x ^ 2 / 2) / (Sqr(2 * Application.Pi()))
End Function
Function Gamma(stock, exercise, time, interest, sigma)
Gamma = (normaldf(dOne(stock, exercise, time, interest, sigma))) / (stock * _
sigma * Sqr(time))
End Function
Function Vega(stock, exercise, time, interest, sigma)
Vega = stock * normaldf(dOne(stock, exercise, time, interest, sigma)) * Sqr( _
time)
End Function
Function Theta(stock, exercise, time, interest, sigma)
Theta = (-(stock * normaldf(dOne(stock, exercise, time, interest, sigma)) * _
sigma) / _
(2 * Sqr(time))) - interest * exercise * Exp(-interest * time) _
* Application.NormSDist(dTwo(stock, exercise, time, interest, sigma))
End Function
und diese sollen in diese Überfunktion rein:
Function mybs(stock, exercise, time, interest, sigma)
End Function
Ich habe schon alles erdenkliche versucht aber es geling mir einfach gar nicht, also wäre ich für eure ratschläge sehr sehr dankbar
Vielen Dank im Voraus!!
Daniel