Option Valuation with EXCEL
介绍
├AmericanExchangeOption.xls
│ ├AmericanExchangeOption.xls.bak
│ ├AsianOption-GApproximations.xls
│ ├AsianOption-GeometricClosed.xls
│ ├AsianOption-MCS.xls
│ ├BalloonOption.xls
│ ├BarrierCalls-PartialTimeStart1Asset.xls
│ ├BarrierDigital-Asset.xls
│ ├BarrierDigital-Cash.xls
│ ├BarrierOption-Discrete-MCS.xls
│ ├BarrierOption-MCS.xls
│ ├BarrierOption-TwoAsset.xls
│ ├BinaryOption.xls
│ ├BinaryOption-CashorNothingTwoAsset.xls
│ ├Black-OptiononFutures.xls
│ ├C-Brick.xls
│ ├ChooserOption.xls
│ ├Cliquet_Binomial.xls
│ ├CompoundOption.xls
│ ├DiscreteTimeSwitchOptions.xls
│ ├DoubleBarrierOption.xls
│ ├DoubleBarrierOption-SV.xls
│ ├DoubleDigitalBarrierOption-SV.xls
│ ├ExchangeOption.xls
│ ├ExchangeOption-3D-Binomial-E.xls
│ ├ExtremeSpreadOptions.xls
│ ├ForwardStart.xls
│ ├GapOption.xls
│ ├Holder-Extendible-Longstaff.xls
│ ├LookbackOption-FixedStrike.xls
│ ├LookbackOption-NonFixedStrike.xls
│ ├Lookback-PartialFixedStrike.xls
│ ├Lookback-PartialFloatingStrike.xls
│ ├LookBarrier.xls
│ ├Rainbow2Asset-3-DBinomial-A.xls
│ ├Rainbow2Asset-3-DBinomial-E.xls
│ ├RainbowOption-2Assets.xls
│ ├RainbowOption-Bestof2AssetsCash.xls
│ ├ReverseBarriers.xls
│ ├ReverseExtremeSpreadOptions.xls
│ ├SpreadOption-3Asset-QMCS.xls
│ ├SpreadOption-3D-Binomial-A.xls
│ ├SpreadOption-3D-Binomial-E.xls
│ ├SpreadOption-Approx-Kirk.xls
│ ├StrikeResetOptions.xls
│ ├Supershares.xls
│ └Writer-Extendible_Options.xls
├<Fixed Income Bond Derivatives>
│ ├BondOptions-Binomial.xls
│ ├BondOptions-Black76.xls
│ ├BondOptions-Schaefer_Schwartz.xls
│ ├Options_onT_BondFutures.xls
│ └Options-onLibor.xls
├<IR FX Currency Derivatives>
│ ├EquityLinkedForexOption.xls
│ ├European-CurrencyOption.xls
│ ├European-Swaptions.xls
│ ├ForeignEquityDomesticStrikeOptions.xls
│ ├InterestRate-Caplets_Floorlets.xls
│ └QuantoOption.xls
├<Trading Strategies>
│ └CurrencyHedgeFutures.xls
├<Value at Risk>
│ ├VaR-DailyBond.xls
│ ├VaR-delta-gamma.xls
│ ├VaR-var-cov.xls
│ └VaR-var-cov-2asset.xls
├<vanilla options>
│ ├American-Binomial.xls
│ ├American-BjerksundStensland.xls
│ ├American-CNFiniteDifference.xls
│ ├American-FiniteDifference.xls
│ ├American-JuZhong.xls
│ ├American-Trinomial.xls
│ ├Barone_Adesi-AmericanOptions.xls
│ ├BS-european.xls
│ ├BS-european-contdividends.xls
│ ├BS-european-div-tradingday.xls
│ ├BS-european-MCS.xls
│ ├BS-european-QMCS.xls
│ ├European-ATM-Approx.xls
│ ├European-Binomial.xls
│ ├European-CNFiniteDifference.xls
│ ├European-FiniteDifference.xls
│ ├European-LRBinTree.xls
│ ├European-TriBin-Compared.xls
│ ├European-Trinomial.xls
│ ├ImpliedVolatility.xls
│ ├ImpliedVolatility-ATMApprox-SF.xls
│ ├ImpliedVolatility-Extendedapprox-CM.xls
│ ├JumpDiffusion-Merton.xls
│ ├Merton-CompanyasOption.xls
│ ├RollGeskeWhaley-AmericanOptions.xls
│ └StockPriceMovements.xls |
下载地址
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