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GBS 3D Modelling Template

Component

Resolution - Vanilla Options

Brief

Use this template to examine the behavior of the generalised Black-Scholes function. The option value or Greeks can be plotted against any two of the input parameters, giving an easily interpreted graphical representation of the function's behavior as the inputs are varied.

GBS 3D Modelling

Worksheet

Description

.

Modelling

This is the main sheet of the template, and is where the results will be displayed.

Functions Used

oGBS

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