Recent content by JGB

Cool! Glad to help. Thanks for posting the link to the paper.

Take a look at Chapters 11 and 12 of: "Option Pricing Models and Volatility Using Excel-VBA" by ROUAH and VAINBERG ISBN: 978-0-471-79464-6 They provide VBA code for this purpose.

Shinnick appears to be DAZED by Blogging. Be sure to read through the comments section. Too much ego in this article. SeekingAlpha needs to do a better job vetting these articles.

Take a look at: Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) By Rouah and Vainberg ISBN-10: 0471794643 There's a lot of Excel-VBA code in there that addresses your question.

Take a look at the Yahoo & Google Quotes Downloader, http://www.amichel.com/ydownloader/ to access daily data. It has some nice features, http://www.amichel.com/ydownloader/doc/index.html