Option Trading Workbook v.1
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Excel VBA Models Set 3
Free option pricing spreadsheet. Uses Black and
- Numerical Methods and
Scholes to calculate the theoretical price and option
Option Pricing Set Contains topics
greek derivatives of call and put options. Includes a
in applying different numerical
strategy simulation worksheet, which enables a user
searching methods to solve
to enter up to 10 option legs that will be used as a
mathematical equations and implied
single option combination. This combination will then
volatility from
be graphed to show the expected profit and loss at
the expiration date as well as the combined option
includes vanilla option pricing
greeks for the strategy. The Black and Scholes code
models on future, currency (foreign
that is used for this spreadsheet is fully disclosed
exchange), stock index, and stock
and available for editing using the
that pays a known dividend.
Visual Basic editor.

User Reviews:  
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Title Descriprion:
Supported languages: English
Supported OS: Win 3.1x / Win95 / Win98 / WinME / WinXP / WinNT 3.x / WinNT 4.x / Windows2000 / Windows2003 / Mac OS X
License: Freeware
Price: Free
Other Software by this author:  
Stock Volatility Calculator v 1 Historical Volatility Calculator
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