| Implied Volatility | x | x | Newton-Raphson and VBA |
| Implied Volatility | x | x | Bisection Method and VBA |
| Shout Options | x | x | |
| Extendible Options | x | x | |
| Compound Options | x | x | |
| American Options | x | x | Bjerksund & Stensland, Barone-Adesi & Whaley, Binomial & Trinomial Tree |
| Forward Start Options | x | x | |
| Chooser Options | x | x | Simple & Complex |
| Exchange Options | x | x | |
| Quanto Options | x | x | |
| Bond Options | x | x | |
| European Swaption | x | x | |
| Caplets & Floorlets | x | x | |
| European Options (Jump Diffusion) | x | x | Jump Diffusion |
| Foreign Exchange Options | x | x | |
| Lookback Options | x | x | European Floating & Fixed Strike |
| Binary Options | x | x | |
| Asian Options | x | x | Geometric & Arithmetic Average |
| Jump Diffusion | x | x | |
| American Options | x | x | Binomial Tree |
| American Options | x | x | Trinomial Tree |
| Binomial Option Pricing | x | x | Tutorial & spreadsheets for European, American, Shout, Compound Chooser |
| Implied Volatility | x | x | Goal-Seek & Newton Raphson |
| Arithmetic Brownian Motion | x | | |
| Geometric Brownian Motion | x | x | |
| Extreme Spread and Reverse Extreme Spread Options | x | x | |
| Credit Default Swap Calculator | x | x | CreditGrades model |
| Miltersen & Schwartz Commodity Option | x | x | |
| Pricing Cliquet Options | x | x | |
| Pricing Double Barrier Options | x | x | Ikeda & Kunitomo (1992) |
| European Option Pricing with Trinomial Tree | x | x | Includes VBA |
| LIBOR Options | | x | Black-76 model including Z-spread |
| Black-Scholes Option Price and Greeks in VBA | | x | Free VBA, can be used in your own spreadsheets |
| Price Bond Options with a Binomial Tree | | x | |
| Garman Kohlhagen Model | | x | Garman Kohlhagen model for Foreign Exchance Options in VBA |
| Monte-Carlo Pricing of European Options | x | x | Includes VBA and spreadsheet |
| Time Switch Options | x | x | |
| American Options with Single Dividend | x | x | Roll-Geske-Whaley method |
| Black-Scholes & Greeks | x | x | |