Free Financial Models in Excel

Monday, June 10, 2013

Option Pricing - Barrier Options

This template use the formulas provided by John Hull to value barrier option when the barrier is less than the striking price.


http://spreadsheetzone.com/957/Option-Pricing-Barrier-Options.html

Posted by oscarzulu at 1:27 PM
Email ThisBlogThis!Share to XShare to FacebookShare to Pinterest

No comments:

Post a Comment

Newer Post Older Post Home
Subscribe to: Post Comments (Atom)

Blog Archive

  • ▼  2013 (23)
    • ▼  June (23)
      • Option Pricing - Monte Carlo
      • Option Pricing - Black-Scholes Model
      • Option Pricing - Binomial Model with VBA
      • Option Pricing - Garman-Kohlhagen
      • Net Worth Calculator
      • Effective Rate Calculator
      • Capital Budgeting
      • Personal Investment Log
      • Quick Budget
      • Portfolio Performance Monitoring
      • Option Pricing - Barrier Options
      • Option Pricing - Binomial Model
      • Investment Model
      • Flexible Balance Sheet
      • Cash Flow Projection
      • Statements for Banks
      • Break-Even Analyzer
      • Waterfall Forecast
      • Lifetime Savings Calculator
      • Weekly Personal Budget (3 Months)
      • Daily and monthly expense tracker
      • Portfolio Optimization
      • EOQ Model
Simple theme. Powered by Blogger.