<br /><br /><p>Spreadsheet Option Functions Available with Derivatives Markets, second edition</p>
<p>Derivatives Markets, Second Edition<br>Robert L. McDonald<br>Addison Wesley Copyright 2006<br>ISBN: 0-321-28030-X</p>
<p>1. Copyright,Suitability, and Disclaimer</p>
<p>All files on this CD accompany "Derivatives Markets" (the text) by<br>Robert L. McDonald (the author) and are (c) Copyright 2006, Pearson Addison <br>Wesley, an imprint of Pearson Education, Inc. (the publisher).</p>
<p>PLEASE READ THE FOLLOWING:</p>
<p>Some of these spreadsheets contain option pricing functions. These are<br>intended to accompany the text and are thus intended for educational,<br>non-commercial use. Neither the author nor publisher represent these<br>spreadsheets as suitable for any purpose other than to help you learn<br>the material in the text. The spreadsheets may contain errors<br>(although author and publisher have tried to eliminate them) and the<br>assumptions underlying these calculations may not be valid in the real<br>world.Therefore, neither the author nor the publisher can bear any<br>responsibility should you lose money or suffer any damages whatsoever,<br>monetary or non-monetary, as a consequence of relying on these<br>spreadsheets or their embedded functions.</p>
<p>2. Contents </p>
<p>The following spreadsheets are on this CD-ROM: </p>
<p>--OptAll2.xls: Contains all option pricing functions documented in<br>Appendix E of the text.</p>
<p>--OptAll2.xla: Add-in version of OptAll.xls.</p>
<p>--OptBasic2.xls: Contains Black-Scholes and binomial option pricing<br>functions, and barrier, binary, and perpetual options. This is a<br>subset of OptAll2.xls.</p>
<p>--OptBasic2.xla: Add-in version of OptBasic2.xls.</p>
<p>--VBA_Examples2.xls: Contains VBA code for most of the examples in<br>Appendix D.</p>
<p>--Data.xls: Stock and option price data for use with the book.</p>
<p>In addition, the file "Excel_functions.pdf" provides documentation for<br>the option pricing functions in OptAll2.xls.</p>
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<p align="right"><font color="#000066">[此贴子已经被作者于2007-9-12 13:01:55编辑过]</font></p>