https://gdpark.blog/tags/vba/Recent content in Vba on gdpark.blogHugoenThu, 17 Nov 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-10-black-scholes-formula/Thu, 20 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-10-black-scholes-formula/Can’t derive Black-Scholes to save my life, but coding up the call and put pricing formula in VBA? That part’s actually not hard at all.https://gdpark.blog/posts/financial-engineering-11-volatility/Thu, 20 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-11-volatility/Breaking down historical and implied volatility — what they are, why we care, and how to actually compute historical vol from weekly price data in VBA.https://gdpark.blog/posts/financial-engineering-12-midterm-exam-review/Thu, 17 Nov 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-12-midterm-exam-review/A visual midterm exam review covering options Greeks like delta and gamma, dynamic delta hedging strategies, and related VBA concepts.