有人会吗？

有人会吗？急

你用的是binomial法吧，不是BS来求的吧！
自己找本vba的书去看看吧，不是很难的。

DerivaGem~~~~~

Option Base 0  'arrays number from 0
Function BinOptVal(iopt, S, X, r, q, tyr, sigma, nstep)  'code for European Options CRR
'returns binomial option value,European only where iopt=1 for call,-1 for put
Dim u, d, p, pstar
Dim i As Integer, j As Integer
Dim vvec As Variant
ReDim vvec(nstep)   'known size of vector
'calculate parameters
u=Exp(sigma*Sqr(tyr/nstep))
d=1/u
p=Exp(r-q)*Sqr(tyr/nstep)-d/(u-d)
pstar=1-p
'calculating vector of of option values after nstep
  For i = 0 To nstep
  vvec(i) = Application.Max(iopt * (S *( u ^ i) * (d ^ (nstep - i)) - X), 0)
  Next i
  'claculating conditional payoff & discounting back step-by-step
    For j = nstep - 1 To 0
      For i = 0 To j
                   vvec(i) = (p * vvec(i + 1) + pstar * vvec(i)) / erdt
      Next i
    Next j
    BinOptVal = vvec(0)
End Function