工作表worksheet

王薰珮運算列表練習		股價	履約價	到期日	波動度	利率
		550	560	0.1	0.2	0.05
買權權利金		D1	D2			
	10.657	-0.174	-0.237			
		 =LN(股價/履約價)+(利率+波動度^2/2)*到期日				
 =NORMSDIST(D1_)*股價-NORMSDIST(d2_)*履約價*EXP(-到期日*利率)						
運算列表買權敏感度分析						
sigma\時間									
10.65705276	0.01	0.02	0.03	0.04	0.05	0.06	0.07	0.08	
0.002	0	0	0	0	2.7673E-266	9.5955E-209	5.2339E-168	8.9536E-138	
0.004	0	3.9914E-201	9.7472E-128	3.81612E-91	2.78908E-69	8.70332E-55	1.65927E-44	7.32479E-37	
0.006	1.1863E-189	2.06805E-91	1.2357E-58	2.96875E-42	1.92302E-32	6.3904E-26	2.78159E-21	8.02849E-18	
0.008	2.7317E-108	8.01117E-53	2.91751E-34	5.89266E-25	2.30217E-19	1.23568E-15	5.68462E-13	5.60892E-11	
0.01	1.62863E-70	7.5815E-35	7.25188E-23	7.75721E-17	3.36691E-13	9.19374E-11	5.13224E-09	1.05776E-07	
0.012	6.46251E-50	5.27344E-25	1.3398E-16	2.37455E-12	8.9194E-10	4.81648E-08	8.52534E-07	7.4826E-06	
0.014	1.93764E-37	5.15522E-19	9.12156E-13	1.36088E-09	1.16592E-07	2.36348E-06	2.08757E-05	0.000109224	
0.016	2.67806E-29	4.38164E-15	3.07885E-10	9.19517E-08	3.0116E-06	3.22504E-05	0.000181018	0.00067551	
0.018	1.10175E-23	2.33209E-12	1.79049E-08	1.77126E-06	2.99451E-05	0.000206633	0.000848335	0.002506424	
0.02	1.21448E-19	2.204E-10	3.46556E-07	1.55242E-05	0.000163244	0.000821195	0.002691275	0.006717812	
0.022	1.24972E-16	6.69091E-09	3.24853E-06	8.08336E-05	0.000597245	0.002374417	0.006577566	0.014474309	
0.024	2.54623E-14	9.33025E-08	1.84996E-05	0.000293892	0.001657923	0.005503964	0.013401238	0.026765127	
0.026	1.65179E-12	7.49434E-07	7.38958E-05	0.000826755	0.003775859	0.010882079	0.023940304	0.044297634	
0.028	4.66206E-11	4.02464E-06	0.000227639	0.001925913	0.007430355	0.019122875	0.038782785	0.067487638	
0.03	7.07757E-10	1.59931E-05	0.000576959	0.003891627	0.013091122	0.030725518	0.05831151	0.09650128	<-波動度0.03,到期日0.08的買權權利金