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Numerical Methods and Option Pricing Set (Set3) – Numerical Searching Methods and Option Pricing Set (Set 3) contains 13 programs. Numerical Searching Methods and Option Pricing Set contains topics in implied volatility from option pricing models, vanilla option pricing models on future, currency (foreign exchange), stock index, and stock that pays a known dividend.
Software Information Preview List:
- Developer: XL Modeling
- License / Price: Free Trial / US$29.95
- Suitable Platforms: Windows NT/2000,Windows XP
- Version:
- File Size: (Bytes)
- Add date or Last Updated: 24-JAN-11
Author’s introduction about Numerical Methods and Option Pricing Set (Set3) :
Are you having difficulty understanding how to do option pricing modesl and numerical procedures within Excel? Do you want to see practical examples? The Numerical Searching Methods and Option Pricing Set solves these problems. It contains practical and well explained examples of:
1. Numerical Searching Method – Newton-Ralphson
2. Numerical Searching Method – Secant Method
3. Implied Standard Deviation For Black/Scholes Call – Newton Approach
4. Implied Standard Deviation For Black/Scholes Call – Secant Approach
5. Implied Standard Deviation For Black/Scholes Call – Bisection Approach
6. Implied Standard Deviation For Black/Scholes Put – Newton Approach
7. Implied Standard Deviation For Black/Scholes Put – Secant Approach
8. Implied Standard Deviation For Black/Scholes Put – Bisection Approach
9. Black-Scholes Option Pricing Model – European Call and Put
10. Option Greeks Based on Black-Scholes Option Pricing Model
11. European Option Model on Asset with Known Cash Payouts
12. European Option Model on Asset with Continuous Cash Payouts (Index Option)
13. European Option Model on Currency
14. European Option Model on Futures
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