PROBLEM.
A few weeks ago for one of my classes we were assigned to do a spreadsheet calculating the price of a “Call” option. Even though the assignment did not take a lot of time, it was quite a challenge for some of us. Different formulas and approaches, all of that became a nightmare.
SOLUTION.
After finishing the assignment, I decided to simplify the process as much as possible. Thus, the program can help you calculate not only the price of a “Call” option for non-dividend stocks, but that of a “Put” as well. Moreover, the program allows you to use the Black-Scholes Model and/or the Binominal (tree) Model.
OVERVIEW.
See the files below. To calculate the option price, please open the xlsm-file, press the Start button and follow the instructions.
A few weeks ago for one of my classes we were assigned to do a spreadsheet calculating the price of a “Call” option. Even though the assignment did not take a lot of time, it was quite a challenge for some of us. Different formulas and approaches, all of that became a nightmare.
SOLUTION.
After finishing the assignment, I decided to simplify the process as much as possible. Thus, the program can help you calculate not only the price of a “Call” option for non-dividend stocks, but that of a “Put” as well. Moreover, the program allows you to use the Black-Scholes Model and/or the Binominal (tree) Model.
OVERVIEW.
See the files below. To calculate the option price, please open the xlsm-file, press the Start button and follow the instructions.
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