Option Pricing and Greeks

[Crl]

Is there a website that has some rudimentary excel code
that will allow me to learn how options are priced and the
calculation of the "greeks" (delta, gamma, etc).

Thank you in advance.

 

[hgrove]

Crl wrote...

Is there a website that has some rudimentary excel code that
will allow me to learn how options are priced and the calculation
of the "greeks" (delta, gamma, etc).

Web searches are useful. Here's one result I found.

http://daytrading.about.com/library/graphics/blblackscholes.ht