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Excel VBA Models Set 3 v.XL-VBA3.0 |
 You might be interested in
Option Pricing Calculator |
| Excel VBA Models Open Source Code Learning Tool - |
can be used to calculate: Call |
| Numerical Methods and Option Pricing Set Contains |
Price, Put Price, Gamma, Delta, |
| topics in applying different numerical searching |
Theta, Vega, Implied Volatility. |
| methods to solve mathematical equations and implied |
This option pricing calculator has |
| volatility from option pricing models. It also |
three option pricing models to |
| includes vanilla option pricing models on future, |
caculate prices: Black-Scholes |
| currency (foreign exchange), stock index, and stock |
Option price, |
| that pays a known dividend.
It contains |
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| practical and well explained examples of:
1. |
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| Numerical Searching Method - Newton-Ralphson
2. |
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| Numerical Searching Method - Secant Method
3. |
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| Implied Standard Deviation For Black/Scholes Call - |
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| Newton Approach
4. Implied Standard Deviation |
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| For Black/Scholes Call - Secant Approach
5. |
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| Implied Standard Deviation For Black/Scholes Call - |
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| Bisection Approach
6. Implied Standard Deviation |
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| For Black/Scholes Put - Newton Approach
7. |
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| Implied Standard Deviation For Black/Scholes Put - |
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| Secant Approach
8. Implied Standard Deviation |
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| For Black/Scholes Put - Bisection Approach
9. |
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| Black-Scholes Option Pricing Model - European Call |
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| and Put
10. Option Greeks Based on Black-Scholes |
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| Option Pricing Model
11. European Option Model |
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| on Asset with Known Cash Payouts
12. |
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| European Option Model on Asset with Continuous Cash |
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| Payouts (Index Option)
13. European Option Model |
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| on Currency
14. European Option Model on Futures |
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Download Excel VBA Models Set 3 v.XL-VBA3.0 |
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