[学科前沿] Option Valuation with EXCEL [免费版&开源版] [推广有奖]

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楼主

mhyyh 发表于 2011-12-11 08:24:25 |AI写论文

是否 +2 论坛币

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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。。。

excel版期权定价模型.rar (1.31 MB) 已免费
另提供开源VBA的版本

excel版期权定价模型_crack.rar (1.31 MB, 需要: 5 个论坛币)

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。

OptionTradingWorkbook.xls (323 KB)

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 Income  Bond Derivatives>
│  ├BondOptions-Binomial.xls
│  ├BondOptions-Black76.xls
│  ├BondOptions-Schaefer_Schwartz.xls
│  ├Options_onT_BondFutures.xls
│  └Options-onLibor.xls
├<IR  FX  Currency 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