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Function maturité()
datetexte = CStr(jour.Value) & "/" & mois.Value & "/" & CStr(contenu_année.Value)
maturité = (CDate(datetexte) - Date) / 365
End Function
Function pricers(s, k, r, sigma, t As Double) As Double
Dim d1 As Double
Dim d2 As Double
d1 = (Log(s / k) + (r + 0.5 * sigma ^ 2) * t) / (sigma * Sqr(t))
d2 = d1 - sigma * Sqr(t)
pricers = (s * WorksheetFunction.NormDist(d1) - k * Exp(-r * t) * WorksheetFunction.NormDist(d2))
End Function
Private Sub Pricer1_Click()
s = Val(cours.Value)
k = Val(strike.Value)
r = Val(rf.Value)
sigma = Val(volat.Value)
prix1.Value = Round(pricers(s, k, r, sigma, maturité()), 4)
End Sub |
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