for
"Options, Futures and Other Derivatives" 7/E
and
"Fundamentals of Futures and Options Markets" 6/E
The Options Calculator enables readers to carry out calculations for European and American calls and puts, exotic options, and interest rate derivatives. Features of the software are
- It is Excel-based
- It includes an installation routine
- It calculates prices, implied volatilities, and the Greeks
- It implements normal and lognormal interest rate models to value American-style interest rate options
- It displays charts showing the relationships between variables
- It displays the binomial/trinomial trees used for valuation
本帖隐藏的内容
DG153.xls
(502 KB)



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