Vix calculation in Excel

VIX is a measure of expected volatility calculated as 100 times the square root of the expected 30-day variance (var) of the S&P 500 rate of return. The variance is annualized and VIX expresses volatility in percentage points. This manner of calculating the VIX...

Black Scholes calculation in Excel

In 1973 Fischer Black and Myron Scholes published the seminal paper for what has become known as Black-Scholes option-pricing theory. Black-Scholes option-pricing theory provided a new way to value stock options, but more importantly it started a revolution in how...