Option Pricing - Monte Carlo

Monte Carlo Methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average value over the range of resultant outcomes. Here Monte Carlo Simulation Method is used for determining option price for European Option.

http://spreadsheetzone.com/962/Option-Pricing-Monte-Carlo.html

Option Pricing - Black-Scholes Model

Black–Scholes–Merton is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European-style options.

http://spreadsheetzone.com/960/Option-Pricing-BlackScholes-Model.html

Option Pricing - Binomial Model with VBA

The Binomial Options Pricing Model (BOPM) provides a generalizable numerical method for the valuation of options. The binomial model was first proposed by Cox, Ross and Rubinstein (1979). Essentially, the model uses a “discrete-time” (lattice based) model of the varying price over time of the underlying financial instrument. In general, binomial options pricing models do not have closed-form solutions. This template use VBA (macro) to calculate model.

http://spreadsheetzone.com/959/Option-Pricing-Binomial-Model-with-VBA.html

Option Pricing - Garman-Kohlhagen

Garman-Kohlhagen is a formula for estimating the value of a European call option on foreign exchange. It assumes the risk-free interest rate (being paid on the foreign currency) as a continuous dividend yield, and avoids the Black Scholes option pricing model's assumption that borrowing and lending takes place at the same interest rate.

http://spreadsheetzone.com/961/Option-Pricing-GarmanKohlhagen.html

Net Worth Calculator

This template is prepared for individual net worth calculations. The form is flexible in types of assets and liabilities.

http://spreadsheetzone.com/27/Net-Worth-Calculator.html

Effective Rate Calculator

This is template is prepared for calculating the effective annual rates based on the frequency of compounding (semi-annual, quarterly, monthly, daily or continuous). Curves of the rates for 5 frequencies are displayed on a chart.

http://spreadsheetzone.com/235/Effective-Rate-Calculator.html

Capital Budgeting

This template is prepared for comparing mutually independent (up to 5) projects(options). Net Present Values (NPV) and Internal Rates of Return are calculated and cash flows are simulated. Also an incremental IRR analysis is carried out, displaying the best option.

http://spreadsheetzone.com/84/Capital-Budgeting.html