OPTDRV32

Pricing models to evaluate options which are American or European, Calls or Puts, with or without dividend details. Allows calculating option fair values, deltas, gammas, vegas, thetas, rhos and impli
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  • Rating:
  • License:
  • Shareware / $95.00
  • Publisher Name:
  • Nilesh Doshi
  • Publisher web site:
  • File Size:
  • 44K

OPTDRV32 Tags


OPTDRV32 Description

Pricing models to evaluate options which are American or European, Calls or Puts, with or without dividend details. Allows calculating option fair values, deltas, gammas, vegas, thetas, rhos and implied volatilities. This version has Black and Scholes, Black & Scholes adjusted and Binomial models.Spreadsheet template provided which shows how to use all the features of addin together with whatif analysis and charts.


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