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Posted

http://i44.tinypic.com/sdmj3s.jpg

 

This Spread sheet contains a comprehensive option pricing analysis algorithms written in visual basic for applications code.

The following Option Pricing Models are included:

 

* Bull Spread Analysis

* Black Sholes Option Pricing models

* Binomial Model Analysis

* Bond Price Based Call Price Valuation

* Yield for Two year 9% Coupon Bond

* Value of Forwards

* Duration for Two Year 9% Coupon Bond

* Convexity for Two Year 9% Coupon Bond

* Put-Call Parity Model

* Lookback (Floating) Options

* Monte Carlo Analysis

 

All the calculation is simply done by entering few parameters and clicking a button.

Before calculation

http://i39.tinypic.com/i71s80.jpg

After calculation

http://i39.tinypic.com/mljyxc.jpg

 

  • 2 months later...
Posted

Re: Comprehensive Excel Option Pricing Analysis Pack

 

could you post this again or send to 4shared.com Iam not getting the link to work

thank you

 

 

http://i44.tinypic.com/sdmj3s.jpg

 

This Spread sheet contains a comprehensive option pricing analysis algorithms written in visual basic for applications code.

The following Option Pricing Models are included:

 

* Bull Spread Analysis

* Black Sholes Option Pricing models

* Binomial Model Analysis

* Bond Price Based Call Price Valuation

* Yield for Two year 9% Coupon Bond

* Value of Forwards

* Duration for Two Year 9% Coupon Bond

* Convexity for Two Year 9% Coupon Bond

* Put-Call Parity Model

* Lookback (Floating) Options

* Monte Carlo Analysis

 

All the calculation is simply done by entering few parameters and clicking a button.

Before calculation

http://i39.tinypic.com/i71s80.jpg

After calculation

http://i39.tinypic.com/mljyxc.jpg

 

  • 10 years later...
  • 8 months later...

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