Compound Options (Binomial Tree) with VBA  This Excel spreadsheet prices compound options with a CoxRossRubinstein binomial tree, and also calculates the Greeks (Delta, Gamma and Theta). The VBA can be viewed and modified. 

Compound Options  This Excel spreadsheet prices compound options with the equations given by Rubinstein (1991) and Geske (1979). It is coded in VBA and uses an approximation for the bivariate cumulative probability distribution function. The VBA can be viewed and modified. 

American Options  Excel spreadsheet for Bjerksund & Stensland, Ju & Zhong, and BaroneAdesi & Whaley Approximations for American Options. The VBA can be viewed and is not protected. 

Asian Options  This Excel spreadsheet gives the price of an Asian Option based on geometric averages (Kemna & Vorst, 1990) and arithmetic averages (Levy, 1991). All formulas are exposed and can be modified. 

American Options (Binomial Tree)  This Excel spreadsheet prices an American option with a Binomial Tree. The spreadsheet also draws the pricing lattice. The VBA is unlocked and exposed 

American Option (Trinomial Tree)  This Excel spreadsheet prices an American option with a Trinomial Tree. The VBA is unlocked and can be viewed 

Credit Default Swap Calculator  This Excel spreadsheet implements the CreditGrades model to price CDS spreads. The VBA can be viewed and modified. 

American/European Option + Greeks via Binomial Tree  American & European Options + Greeks via Binomial Tree. The VBA is open and can be viewed 

Monte Carlo Option Pricing  Monte Carlo pricing of European, Lookback, Asian & Barrier options. The VBA is open and can be viewed/edited 

Options on Libor  This Excel 2010 spreadsheet prices Options on Libor with the Black 75 model 

Binomial Option Pricing  This Excel spreadsheet prices European, Compound, Shout and Complex Chooser options using a binomial tree. The VBA can be viewed and edited 

Do you have a spreadsheet for American Options that includes Skew / Kurtosis parameters?
Cheers
James
Hello
I am interested in downloading stock information from Yahoo in a excel format using MsAccess as the source of Stock Codes and the Stock Costs
Could you please advise me if this information is available from your company?
Thank you
Paul Finch
Hi Samir,
can you write for me formula that gets data from yahoo finance, like open, close, dividends, adjusted price etc.
e.g. I have a tickers in one colum, date in another column like:
MA 10/15/2014
AXP 10/16/2014
the formula should take ticker from one column and dates from another and place required data in next columns like:
MA 10/15/2014 24.15 24.20 24.45
AXP 10/16/2014 54.31 54.78 54.95
Why would I do that for you?
Hi Samir,
I can’t seem to locate your tutorial. Can you help direct me?
Thanx,
Sal
What tutorial?
I wanted to integrate your Live stock quote VBA into the Tading Journal Spreadsheet so I can keep the “last trade” accurate without manual input.
The Trading Journal is locked in the VBA editor and you mention to unlock it by buying the spreadsheet. I can only see the options sheets listed here for purchase and not the basic trading journal.
Hi Pricing Expert,
May I urgently seek for your help below:
1. Can you write a MC simulation for stock price simulation with a series of discrete dividend payments with nonconstant volatility using Local Volatility Model?
2. In building Local Volatility Model, would you pls incorporate a series of discrete dividend payments with actual examples with call/put implied Vol Surface from Bloomberg / Reuters and build Local Volatility Modeling from Implied Vol Surface?
Thanks!
Clement
Hello Samir
I saw you awesome intraday excel file.
I would like buy an excel spreadsheet witch produces the following customized intraday data output:
CLOSE, HIGH, LOW, OPEN, VOLUME, DATE, TIME
(The DATE and TIME should be separated into different cells) and the data must be saved to csv file.
If possible, can the data be refreshed/loop every minute.
Thank you.