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 bond at or before a specific date. If you purchase…
Learn about Cliquet options and download a free pricing spreadsheet.
This article introduces shout options and offers a pricing spreadsheet. A shout option let investors lock in profits before maturity, but leaves room for future gains.
This article summarizes several methods for pricing American options, and provides free spreadsheets for each.
This Excel spreadsheet prices an American option with a Binomial Tree. The spreadsheet also generates the pricing lattice, which can be viewed.
This tutorial introduces binomial option pricing, and offers an Excel spreadsheet to help you better understand the principles. Additionally, a spreadsheet that prices Vanilla and Exotic options with a binomial tree is provided.