Excel VBA Models Set 3 for Windows
The description of Excel VBA Models Set 3 - Play With New Friends
Excel VBA Models Source Code Learning Tool - Numerical Methods and Option Pricing Set Contains topics in applying different numerical searching methods to solve mathematical equations and implied volatility from option pricing models. It also includes vanilla option pricing models on future, currency (foreign exchange), stock index, and stock that pays a known dividend.It contains practical and well explained examples of:1. Numerical Searching Method - Newton-Ralphson2. Numerical Searching Method - Secant Method3. Implied Standard Deviation For Black/Scholes Call - Newton Approach4. Implied Standard Deviation For Black/Scholes Call - Secant Approach5. Implied Standard Deviation For Black/Scholes Call - Bisection Approach6. Implied Standard Deviation For Black/Scholes Put - Newton Approach7. Implied Standard Deviation For Black/Scholes Put - Secant Approach8. Implied Standard Deviation For Black/Scholes Put - Bisection Approach9. Black-Scholes Option Pricing Model - European Call and Put10. Option Greeks Based on Black-Scholes Option Pricing Model11. European Option Model on Asset with Known Cash Payouts12. European Option Model on Asset with Continuous Cash Payouts (Index Option)13. European Option Model on Currency14. European Option Model on FuturesFeatures
Software Languages
Last Revision
November 05, 2023
License
FREE TO TRY
Operating System
Windows