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Excel VBA Models Set 3
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Version
XL-VBA3.0
Excel VBA Models Open Source Code Learning Tool -
Numerical Methods and Option Pricing Set Contains
topics in applying different numerical searching
methods to solve mathematical 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.
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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