April 30th, 2008, 10:38 pm
Thanks for your answers!!!I used goal seek and got the results... however I was wondering if I could solve the equation by solving the whole B-S equation (mathematically) coming back from the option price, not by iteration. Obviously there's no way to do that I can't say I'm really good in math of the B-S model. I appreciate if you guys post a source that explains the proof step by step. antonio: that was a question for my derivatives class and I know what IV is, my only problem was the calculus of the model, but I'm working on it now.again many thx for replies