Numerical Searching Methods and Option Pricing Set

Excel VBA Models Open Source Code Learning Tool - different numerical searching methods to solve math equations
Excel VBA Models Open Source Code Learning Tool - Numerical Methods and Option Pricing Set Contains topics in applying different numerical searching methods to solve math equations and implied volatility from option pricing models.It also includes vanilla option pricing models on future, currency (foreign exchange), stock index, and stock that pays a known dividend.

Main features of Excel VBA Models Set 3:

Numerical Searching Method - Newton-Ralphson

Numerical Searching Method - Secant Method

Implied Standard Deviation For Black/Scholes Call - Newton Approach

Implied Standard Deviation For Black/Scholes Call - Secant Approach

Implied Standard Deviation For Black/Scholes Call - Bisection Approach

Implied Standard Deviation For Black/Scholes Put - Newton Approach

Implied Standard Deviation For Black/Scholes Put - Secant Approach

Implied Standard Deviation For Black/Scholes Put - Bisection Approach

Black-Scholes Option Pricing Model - European Call and Put

Option Greeks Based on Black-Scholes Option Pricing Model

European Option Model on Asset with Known Cash Payouts

European Option Model on Asset with Continuous Cash Payouts (Index Option)

European Option Model on Currency

European Option Model on Futures

Free Download ( Evaluation | 224 KB )