Binomial Option Pricing (Excel formula)
January 6, 2021
Option pricing is a heated topic in quantitative finance, and let’s explore how we can use the binomial option pricing model in Excel to compute option price!
Black-Scholes Option Pricing (Excel formula)
December 22, 2020
Black-Scholes option pricing is one of the landmarks for quantitative finance. Let’s learn about the intuition and apply it to price options in Excel!
Binomial Option Pricing (Excel VBA)
December 17, 2020
Using the Excel VBA code presented, we can easily create a multi-period binomial tree to price European options with great flexibility and tweaking parameters.
Categories
.
- Array Formula (3)
- Data validation (3)
- Excel Formula & Functions (34)
- Excel Skills (37)
- Excel Tips and Tricks (38)
- Finance (5)
- Formatting (8)
- Option Pricing (3)
- Pivot table (3)
- Sharing (8)
- Shortcuts (13)
- Solver (1)
- Technical (6)
- VBA (18)
