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Function civ(S, K, T, R, Target)
high = 1
low = 0
Do While (high - low) > 0.00001
If PriceC(S, K, T, R, (high + low) / 2) > Target Then
high = (high + low) / 2
Else
low = (high + low) / 2
End If
Loop
civ = (high + low) / 2
End Fu...Function civ(S, K, T, R, Target)
high = 1
low = 0
Do While (high - low) > 0.00001
If PriceC(S, K, T, R, (high + low) / 2) > Target Then
high = (high + low) / 2
Else
low = (high + low) / 2
End If
Loop
civ = (high + low) / 2
End Function
Function d1(S, K, T, R, V)
d1 = (Log(S / K)(R * T)(V ^ 2 * T / 2)) / (V * Sqr(T))
End Function
Function d2(S, K, T, R, V)
d2 = d1(S, K, T, R, V) - civ * Sqr(T)
End Function
Function PriceC(S, K, T, R, V)
PriceC = S * Application.NormSDist(d1(S, K, T, R, V)) - K * Exp(-(R * T)) * Application.NormSDist(d2(S, K, T, R, V))
End FunctionÕ¹¿ª

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