Option Pricing

OptionTutorialExcelNotes
Implied VolatilityxxNewton-Raphson and VBA
Implied VolatilityxxBisection Method and VBA
Shout Optionsxx
Extendible Optionsxx
Compound Optionsxx
American OptionsxxBjerksund & Stensland, Barone-Adesi & Whaley, Binomial & Trinomial Tree
Forward Start Optionsxx
Chooser OptionsxxSimple & Complex
Exchange Optionsxx
Quanto Optionsxx
Bond Optionsxx
European Swaptionxx
Caplets & Floorletsxx
European Options (Jump Diffusion)xxJump Diffusion
Foreign Exchange Optionsxx
Lookback OptionsxxEuropean Floating & Fixed Strike
Binary Optionsxx
Asian OptionsxxGeometric & Arithmetic Average
Jump Diffusionxx
American OptionsxxBinomial Tree
American OptionsxxTrinomial Tree
Binomial Option PricingxxTutorial & spreadsheets for European, American, Shout, Compound Chooser
Implied VolatilityxxGoal-Seek & Newton Raphson
Arithmetic Brownian Motionx
Geometric Brownian Motionxx
Extreme Spread and Reverse Extreme Spread Optionsxx
Credit Default Swap CalculatorxxCreditGrades model
Miltersen & Schwartz Commodity Optionxx
Pricing Cliquet Optionsxx
Pricing Double Barrier OptionsxxIkeda & Kunitomo (1992)
European Option Pricing with Trinomial TreexxIncludes VBA
LIBOR OptionsxBlack-76 model including Z-spread
Black-Scholes Option Price and Greeks in VBAxFree VBA, can be used in your own spreadsheets
Price Bond Options with a Binomial Treex
Garman Kohlhagen ModelxGarman Kohlhagen model for Foreign Exchance Options in VBA
Monte-Carlo Pricing of European OptionsxxIncludes VBA and spreadsheet
Time Switch Optionsxx
American Options with Single DividendxxRoll-Geske-Whaley method
Black-Scholes & Greeksxx

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