blumfeld0
09-10-2007, 09:53 PM
i am a finance guy (or trying to be) and am calculating implied volatilities and the Greeks in excel using the newton-raphson method via the black-scholes equation. that is no problem but organizing the data into excel is causing me to lose a lot of sleep because i have thousands of rows of data.
here is what my current dilemma looks like in :
A B C D E F
800 .05 8 F random number result
G random numbers result
I random number result
J random number result
I am using A1,B1,C1 to calculate some stuff---these cells are fixed.
the letters in column D range from F->J and the frequency of how often these numbers occur in a row is random. so there could be 10 F's in a row and 12 G's and 2 H's, 8 K's, 7 L's, 4 X's in a row. i just put some letters as an example above.
column E contains some useful random numbers for the calculation.
column F is my result.
well as it turns out A1, B1, C1 are not fixed! and depend on the letter contained in column D! they change for each letter.
I have separate worksheet where i make all these calculations and use $A$1,$B$1,$C$1. but now i need to changethe input(A1,B1,C1) of the formulas in such a way that it depends on the letter contained in column D above.
any ideas on how to deal with this situation? maybe its something obvious i am missing.
thank you everyone!
here is what my current dilemma looks like in :
A B C D E F
800 .05 8 F random number result
G random numbers result
I random number result
J random number result
I am using A1,B1,C1 to calculate some stuff---these cells are fixed.
the letters in column D range from F->J and the frequency of how often these numbers occur in a row is random. so there could be 10 F's in a row and 12 G's and 2 H's, 8 K's, 7 L's, 4 X's in a row. i just put some letters as an example above.
column E contains some useful random numbers for the calculation.
column F is my result.
well as it turns out A1, B1, C1 are not fixed! and depend on the letter contained in column D! they change for each letter.
I have separate worksheet where i make all these calculations and use $A$1,$B$1,$C$1. but now i need to changethe input(A1,B1,C1) of the formulas in such a way that it depends on the letter contained in column D above.
any ideas on how to deal with this situation? maybe its something obvious i am missing.
thank you everyone!