Are you having difficulty understanding how to do option pricing modesl and numerical procedures within Excel? Do you want to see practical examples? The The Excel VBA Models Combo Set solves these problems. It contains practical and well explained examples of:
- Standard Deviation and Mean
- Lotto Number Generator
- Playing Card Probability
- Normal Distribution Random Number Generator
- Monte Carlo Integration
- Black-Scholes Option Pricing Model - European Call and Put
- Binomial Option Pricing Model
- Portfolio Optimization
- Multiple Regression
- Bootstrap - A Non-Parametric Approach
- Multivariate Standard Normal Probability Distribution
- Monte Carlo Simulation
- Option Greeks Based on Black-Scholes Option Pricing Model
Random Numbers Generator and Statistics Set
- Log Normal Distribution
- Log Pearson Type III Distribution
- Normal Distribution
- Chi-Square Distribution
- F-Distribution
- Student-T Distribution
- Multivariate Standard Normal Distribution
- Gamma Distribution
- Beta Distribution
- Hypergeometric Distribution
- Triangular Distribution
- Binomial Distribution
Numerical Searching Methods and Option Pricing Set
- Numerical Searching Method - Newton-Ralphson
- Numerical Searching Method - Secant Method
- Implied Standard Deviation For Black/Scholes Call - Newton Approach
- Implied Standard Deviation For Black/Scholes Call - Secant Approach
- Implied Standard Deviation For Black/Scholes Call - Bisection Approach
- Implied Standard Deviation For Black/Scholes Put - Newton Approach
- Implied Standard Deviation For Black/Scholes Put - Secant Approach
- Implied Standard Deviation For Black/Scholes Put - Bisection Approach
- European Option Model on Asset with Known Cash Payouts
- European Option Model on Asset with Continuous Cash Payouts (Index Option)
- European Option Model on Currency
- European Option Model on Futures
