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Spreadsheet Option Functions Available with Derivatives Markets, second edition
Derivatives Markets, Second Edition
Robert L. McDonald
Addison Wesley Copyright 2006
ISBN: 0-321-28030-X
1. Copyright, Suitability, and Disclaimer
All files on this CD accompany "Derivatives Markets" (the text) by
Robert L. McDonald (the author) and are (c) Copyright 2006, Pearson Addison
Wesley, an imprint of Pearson Education, Inc. (the publisher).
PLEASE READ THE FOLLOWING:
Some of these spreadsheets contain option pricing functions. These are
intended to accompany the text and are thus intended for educational,
non-commercial use. Neither the author nor publisher represent these
spreadsheets as suitable for any purpose other than to help you learn
the material in the text. The spreadsheets may contain errors
(although author and publisher have tried to eliminate them) and the
assumptions underlying these calculations may not be valid in the real
world. Therefore, neither the author nor the publisher can bear any
responsibility should you lose money or suffer any damages whatsoever,
monetary or non-monetary, as a consequence of relying on these
spreadsheets or their embedded functions.
2. Contents
The following spreadsheets are on this CD-ROM:
--OptAll2.xls: Contains all option pricing functions documented in
Appendix E of the text.
--OptAll2.xla: Add-in version of OptAll.xls.
--OptBasic2.xls: Contains Black-Scholes and binomial option pricing
functions, and barrier, binary, and perpetual options. This is a
subset of OptAll2.xls.
--OptBasic2.xla: Add-in version of OptBasic2.xls.
--VBA_Examples2.xls: Contains VBA code for most of the examples in
Appendix D.
--Data.xls: Stock and option price data for use with the book.
In addition, the file "Excel_functions.pdf" provides documentation for
the option pricing functions in OptAll2.xls.
152168.rar
(1.13 MB)
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