Learn about the Corrado & Su (1996) model for pricing options with excess skew and kurtosis, and get a pricing spreadsheet.
Calculate the probability of making money in an option trade with this free Excel spreadsheet.
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.
A few months ago I wrote an article on the Black-Scholes formula and its effect on the direction of the financial markets over the last thirty years. I’ve just stumbled on an interesting documentary. It explores the historical development of…
Download these exclusive Excel spreadsheets to explore various financial analysis and modeling concepts. All spreadsheets are professionally prepared and presented.
The 1987 stock market crash had its roots in the misplaced faith the finance industry had in the Black-Scholes framework for option pricing.
This Excel spreadsheet implements the Black-Scholes pricing model to value European Options (both Calls and Puts). The spreadsheet allows for dividends and also gives you the Greeks