European Option Model on Futures
Microsoft Excel - From Beginner to Expert in 6 Hours/ EXCEL DASHBOARD REPORTS
Numerical Searching Methods and Option Pricing Set (Set 3) 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.
Back to: Microsoft Excel ® Add-ins | Microsoft Excel ® Templates | Software Categories | Search all Software
European Option Model on Futures Back to: Numerical Searching Methods and Option Pricing Set
Black in 1976, developed a variant of his basic model that can be applied to compute options on futures and forward contracts. The following demostrates the computation of futures option prices.
Back to: Numerical Searching Methods and Option Pricing Set
Free Choice of Complete Excel Training Course OR OzGrid Add-ins Collection on ALL purchases totaling over $70.00. ALL purchases totaling over $150.00 gets you BOTH! Purchases MUST be made via this site.
Microsoft ® and Microsoft Excel ® are registered trademarks of Microsoft Corporation. OzGrid is in no way associated with Microsoft.