This article introduces introduces interest-rate options,or Swaptions, and provides a pricing spreadsheet. They are popular with institutions that have cash-flow requirements which are affected by interest rates.
This article introduces Foreign Exchange Options, and provides an Excel spreadsheet to calculate their price.
A Cap or Floor option protect the buyer from changes in interest rates.
This guide offers an Excel spreadsheet and tutorial that explores the importance of modeling jump diffusion when predicting option prices.
Lookback options let the contract holder trade the underlying asset at the optimum price reached over the life of the contract. They are often purchased by investors who want to avoid the regret of not anticipating the correct market timing.
This article introduces binary options and provides several pricing spreadsheets.
This articles explores Asian options, and offers an Excel spreadsheet based on geometric and arithmetic averages.
Trinomial option pricing was proposed by Boyle (1986) and extends the binomial method to better reflect the actual behavior of financial instruments.
This Excel spreadsheet provides a simple implementation of jump diffusion. This technique is useful for modeling stock prices (or indeed other commodities, such as energy prices) subject to sudden shocks.
This Excel spreadsheet prices an American option with a Binomial Tree. The spreadsheet also generates the pricing lattice, which can be viewed.