Python for Finance: Analyze Big Financial Data

(Elle) #1
Figure 12-7. Screenshot of Excel function dialog for Python function

Although this function is not that computationally demanding, it illustrates how to harness


the analytical power of Python from Excel and how to expose the results directly to Excel


(cells). Similarly, see Figure 12-8. Here, we use a parameter grid to calculate multiple


option values at once. The formula in cell D11 then takes on the form:


=   bsm_call_value($B$1,    $A11,   D$8,    $B$4,   $B$5)
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