Valuation & Risk Models / Hull, Chapters 13, 15 & 19 / Instructional Video: Hull, Chapters 13, 15 &

[puneet_]

Hi

Valuation & Risk Models / Hull, Chapters 13, 15 & 19 / Instructional Video: Hull, Chapters 13, 15 & 19

Above video refers to excel spreadsheet 4.B. but there is no spreadsheet under
Valuation & Risk Models / Hull, Chapters 13, 15 & 19

May I check on where can I find this excel sheet?

Thanks a million.

 

[puneet_]

Hi, it also refers to Hull figure 11.x. does it mean to refer to Hull book?

I am sorry to ask such basic questions. I'm new to this forum.

 

[Nicole Seaman]

Hi

Valuation & Risk Models / Hull, Chapters 13, 15 & 19 / Instructional Video: Hull, Chapters 13, 15 & 19

Above video refers to excel spreadsheet 4.B. but there is no spreadsheet under
Valuation & Risk Models / Hull, Chapters 13, 15 & 19

May I check on where can I find this excel sheet?

Thanks a million.

Hello @puneet_

There are spreadsheet bundles under the Topic Review section. You can find the spreadsheets associated with the Valuation & Risk Models topic there.

Thank you,

Nicole

 

[puneet_]

Thanks Nicole for prompt response.

I would also like to take opportunity to mention that I read multiple sites and watched plenty videos on internet for Black-Scholes-Merton. and I found BT video under this section very helpful to understand how the formula is broken down and made it easier to understand.

Thanks a million.

 

[evelyn.peng]

Hello @puneet_

There are spreadsheet bundles under the Topic Review section. You can find the spreadsheets associated with the Valuation & Risk Models topic there.

Thank you,

Nicole

Hi Nicole,
In the video for Chapter 15; the spreadsheets discussed in slides 23 and 38 are not found in the learning spreadsheet for Chapter 13, 15 and 19. Is there anyway they can be posted?
Many thanks,
Evelyn

 

[David Harper CFA FRM]

Hi @evelyn.peng The learning spreadsheet at https://learn.bionicturtle.com/topic/hull-chapters-13-15-19/ contains two sheets:

• BSM (Hull 15.6): this is the exhibit on page 23, but with different inputs (in yellow)
  
• BSM (Hull 15.9): this appears to match the exhibit on page 38

I changed the assumptions in 15.6 to match the exhibt, and extracted the two sheets here: https://www.dropbox.com/s/v7bq9owxszp84ru/0714-hull-bsm-p23-p38.xlsx?dl=0
I hope that's helpful!