https://bbs.pinggu.org/forum.php?mod=viewthread&tid=268443&highlight=option%2Bvaluation%2Bexcel
此君卖100太黑心了。未来的时代是开源的。。。。特此折价回本。回本后免费开放。。。
已免费
另提供开源VBA的版本




另赠送一个
基于BSM可视化简单头寸策略分析的Excel表格。算法全部开源。





INCLUDING 89 OPTION VALUATION METHOD WITH EXCEL vba


<excel版期权定价模型>
├<Credit Derivatives>
│└CreditGrades.xls
├<Exotic Options>
│├AmericanExchangeOption.xls
│├AmericanExchangeOption.xls.bak
│├AsianOption-GApproximations.xls
│├AsianOption-GeometricClosed.xls
│├AsianOption-MCS.xls
│├BalloonOption.xls
│├BarrierCalls-PartialTimeStart1Asset.xls
│├BarrierDigital-Asset.xls
│├BarrierDigital-Cash.xls
│├BarrierOption-Discrete-MCS.xls
│├BarrierOption-MCS.xls
│├BarrierOption-TwoAsset.xls
│├BinaryOption.xls
│├BinaryOption-CashorNothingTwoAsset.xls
│├Black-OptiononFutures.xls
│├C-Brick.xls
│├ChooserOption.xls
│├Cliquet_Binomial.xls
│├CompoundOption.xls
│├DiscreteTimeSwitchOptions.xls
│├DoubleBarrierOption.xls
│├DoubleBarrierOption-SV.xls
│├DoubleDigitalBarrierOption-SV.xls
│├ExchangeOption.xls
│├ExchangeOption-3D-Binomial-E.xls
│├ExtremeSpreadOptions.xls
│├ForwardStart.xls
│├GapOption.xls
│├Holder-Extendible-Longstaff.xls
│├LookbackOption-FixedStrike.xls
│├LookbackOption-NonFixedStrike.xls
│├Lookback-PartialFixedStrike.xls
│├Lookback-PartialFloatingStrike.xls
│├LookBarrier.xls
│├Rainbow2Asset-3-DBinomial-A.xls
│├Rainbow2Asset-3-DBinomial-E.xls
│├RainbowOption-2Assets.xls
│├RainbowOption-Bestof2AssetsCash.xls
│├ReverseBarriers.xls
│├ReverseExtremeSpreadOptions.xls
│├SpreadOption-3Asset-QMCS.xls
│├SpreadOption-3D-Binomial-A.xls
│├SpreadOption-3D-Binomial-E.xls
│├SpreadOption-Approx-Kirk.xls
│├StrikeResetOptions.xls
│├Supershares.xls
│└Writer-Extendible_Options.xls
├<Fixed IncomeBond Derivatives>
│├BondOptions-Binomial.xls
│├BondOptions-Black76.xls
│├BondOptions-Schaefer_Schwartz.xls
│├Options_onT_BondFutures.xls
│└Options-onLibor.xls
├<IRFXCurrency Derivatives>
│├EquityLinkedForexOption.xls
│├European-CurrencyOption.xls
│├European-Swaptions.xls
│├ForeignEquityDomesticStrikeOptions.xls
│├InterestRate-Caplets_Floorlets.xls
│└QuantoOption.xls
├<Trading Strategies>
│└CurrencyHedgeFutures.xls
├<Value at Risk>
│├VaR-DailyBond.xls
│├VaR-delta-gamma.xls
│├VaR-var-cov.xls
│└VaR-var-cov-2asset.xls
├<vanilla options>
│├American-Binomial.xls
│├American-BjerksundStensland.xls
│├American-CNFiniteDifference.xls
│├American-FiniteDifference.xls
│├American-JuZhong.xls
│├American-Trinomial.xls
│├Barone_Adesi-AmericanOptions.xls
│├BS-european.xls
│├BS-european-contdividends.xls
│├BS-european-div-tradingday.xls
│├BS-european-MCS.xls
│├BS-european-QMCS.xls
│├European-ATM-Approx.xls
│├European-Binomial.xls
│├European-CNFiniteDifference.xls
│├European-FiniteDifference.xls
│├European-LRBinTree.xls
│├European-TriBin-Compared.xls
│├European-Trinomial.xls
│├ImpliedVolatility.xls
│├ImpliedVolatility-ATMApprox-SF.xls
│├ImpliedVolatility-Extendedapprox-CM.xls
│├JumpDiffusion-Merton.xls
│├Merton-CompanyasOption.xls
│├RollGeskeWhaley-AmericanOptions.xls
│└StockPriceMovements.xls