Learn how to price options with the Monte Carlo method, and get a pricing spreadsheet for European, Asian, Barrier and Lookback options.
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 is either initiated (for an in or knock-in barrier) or…
This article presents an Excel spreadsheet and VBA for pricing European options with a trinomial tree.
This guide introduces Miltersen & Schwartz commodity options, and provides a pricing spreadsheet.
Learn about Cliquet options and download a free pricing spreadsheet.
This article introduces credit default swap (CDS) contracts, and offers a free Excel spreadsheet that employs the CreditGrades model to price CDS spreads.
This article introduces extreme spread and reverse extreme spread options, and offers an Excel pricing spreadsheet.
This article offers VBA code and an Excel spreadsheet to calculate the implied volatility of an option. This parameter is often compared to the historical volatility of the underlying asset to determine if the price of an option represents good value.