List/Grid Option Pricing in Excel
Learn how to price American call options with the Roll-Geske-Whaley method, and get an Excel spreadsheet.
Get an Excel spreadsheet & VBA to calculate implied volatility with the bisection method. Discover how numerical bisection works, its advantages and disadvantages
This Excel spreadsheet calculates the price of a Bond option with a binomial tree. Bond options give the purchaser the right (but not the obligation) to buy or sell a…
Learn about Barrier Options and download pricing spreadsheets
Get VBA and an Excel spreadsheet for the Garman Kohlhagen model, a method of pricing European foreign exchange options.
Get VBA and an Excel spreadsheet for Black-Scholes and the Greeks (Delta, Gamma, Vega, Theta, Rho) here. You can easily use the VBA in your own option pricing spreadsheets.
Double Barrier options are path-dependent options. They have two pre-defined barriers, one higher and one lower than the current asset price. If the asset price crosses either barrier, the option…
This article presents an Excel spreadsheet and VBA for pricing European options with a trinomial tree.