CFA论坛 - Powered by Discuz! Board

标题: Option & Bond Valuaion With Excel VBA [打印本页]

作者: blake_jun 时间: 2007-12-14 13:38 标题: Option & Bond Valuaion With Excel VBA

用EXCEL VBA为期权定价包括89个定价模型

<excel版期权定价模型>
├<Credit Derivatives>
│ └CreditGrades.xls
├<Exotic Options>
│ ├AmericanExchangeOption.xls
│ ├AmericanExchangeOption.xls.bak
│ ├AsianOption-GApproximations.xls
│ ├AsianOption-GeometricClosed.xls
│ ├AsianOption-MCS.xls
│ ├BalloonOption.xls
│ ├BarrierCalls-PartialTimeStart1Asset.xls
│ ├BarrierDigital-Asset.xls
│ ├BarrierDigital-Cash.xls
│ ├BarrierOption-Discrete-MCS.xls
│ ├BarrierOption-MCS.xls
│ ├BarrierOption-TwoAsset.xls
│ ├BinaryOption.xls
│ ├BinaryOption-CashorNothingTwoAsset.xls
│ ├Black-OptiononFutures.xls
│ ├C-Brick.xls
│ ├ChooserOption.xls
│ ├Cliquet_Binomial.xls
│ ├CompoundOption.xls
│ ├DiscreteTimeSwitchOptions.xls
│ ├DoubleBarrierOption.xls
│ ├DoubleBarrierOption-SV.xls
│ ├DoubleDigitalBarrierOption-SV.xls
│ ├ExchangeOption.xls
│ ├ExchangeOption-3D-Binomial-E.xls
│ ├ExtremeSpreadOptions.xls
│ ├ForwardStart.xls
│ ├GapOption.xls
│ ├Holder-Extendible-Longstaff.xls
│ ├LookbackOption-FixedStrike.xls
│ ├LookbackOption-NonFixedStrike.xls
│ ├Lookback-PartialFixedStrike.xls
│ ├Lookback-PartialFloatingStrike.xls
│ ├LookBarrier.xls
│ ├Rainbow2Asset-3-DBinomial-A.xls
│ ├Rainbow2Asset-3-DBinomial-E.xls
│ ├RainbowOption-2Assets.xls
│ ├RainbowOption-Bestof2AssetsCash.xls
│ ├ReverseBarriers.xls
│ ├ReverseExtremeSpreadOptions.xls
│ ├SpreadOption-3Asset-QMCS.xls
│ ├SpreadOption-3D-Binomial-A.xls
│ ├SpreadOption-3D-Binomial-E.xls
│ ├SpreadOption-Approx-Kirk.xls
│ ├StrikeResetOptions.xls
│ ├Supershares.xls
│ └Writer-Extendible_Options.xls
├<Fixed Income Bond Derivatives>
│ ├BondOptions-Binomial.xls
│ ├BondOptions-Black76.xls
│ ├BondOptions-Schaefer_Schwartz.xls
│ ├Options_onT_BondFutures.xls
│ └Options-onLibor.xls
├<IR FX Currency Derivatives>
│ ├EquityLinkedForexOption.xls
│ ├European-CurrencyOption.xls
│ ├European-Swaptions.xls
│ ├ForeignEquityDomesticStrikeOptions.xls
│ ├InterestRate-Caplets_Floorlets.xls
│ └QuantoOption.xls
├<Trading Strategies>
│ └CurrencyHedgeFutures.xls
├<Value at Risk>
│ ├VaR-DailyBond.xls
│ ├VaR-delta-gamma.xls
│ ├VaR-var-cov.xls
│ └VaR-var-cov-2asset.xls
├<vanilla options>
│ ├American-Binomial.xls
│ ├American-BjerksundStensland.xls
│ ├American-CNFiniteDifference.xls
│ ├American-FiniteDifference.xls
│ ├American-JuZhong.xls
│ ├American-Trinomial.xls
│ ├Barone_Adesi-AmericanOptions.xls
│ ├BS-european.xls
│ ├BS-european-contdividends.xls
│ ├BS-european-div-tradingday.xls
│ ├BS-european-MCS.xls
│ ├BS-european-QMCS.xls
│ ├European-ATM-Approx.xls
│ ├European-Binomial.xls
│ ├European-CNFiniteDifference.xls
│ ├European-FiniteDifference.xls
│ ├European-LRBinTree.xls
│ ├European-TriBin-Compared.xls
│ ├European-Trinomial.xls
│ ├ImpliedVolatility.xls
│ ├ImpliedVolatility-ATMApprox-SF.xls
│ ├ImpliedVolatility-Extendedapprox-CM.xls
│ ├JumpDiffusion-Merton.xls
│ ├Merton-CompanyasOption.xls
│ ├RollGeskeWhaley-AmericanOptions.xls
│ └StockPriceMovements.xls

[UseMoney=30]

excel版期权定价模型.rar (1.33 MB)
[/UseMoney]

[此贴子已经被作者于2007-12-14 13:39:32编辑过]

附件: excel版期权定价模型.rar (2007-12-14 13:37, 1.33 MB) / 下载次数 1722
http://forum.theanalystspace.com/attachment.php?aid=3561&k=7bde75485a6e329fe7f846c1416e8985&t=1754178907&sid=uWlWz0

作者: blake_jun 时间: 2007-12-14 13:48

用EXCEL VBA为期权定价包括89个定价模型

作者: jade3 时间: 2007-12-14 17:42

Thanks

作者: kennyyipkh 时间: 2007-12-15 04:40

thanks

作者: ouhks 时间: 2008-4-11 02:41

thank

作者: kevinxie 时间: 2008-5-29 17:30

Thanks

作者: kevinxie 时间: 2008-5-29 17:50

还以为是什么高级东西，买了后才发现我原来早就有了。

作者: zhuhy 时间: 2008-6-1 00:32

thanks

作者: z511115 时间: 2008-6-8 12:12

charge is too hight

作者: aswhatiwan 时间: 2008-8-18 12:59

s

作者: kuo_nw 时间: 2008-11-12 21:13

太貴了

作者: ylo999 时间: 2008-11-13 14:13

thx 

作者: duration 时间: 2008-11-26 22:45

tkx for ur sharing

作者: w5757 时间: 2008-12-24 07:50

wowowowowowow

作者: zwzhai 时间: 2009-5-15 21:10

nb

作者: donald1030 时间: 2010-5-25 11:00

hi,how much coin I have

作者: donald1030 时间: 2010-5-25 14:13

这个帖子的内容是假的，白白花费了我30个金币，有没有人管一管！！！！！！！！！！！！！！！！！！！！！！

作者: stella_zq 时间: 2014-4-15 18:36

文件是被保护的，解锁密码是多少啊？

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)