Hoadley Options Financial Addin for Excel

Finance Add-in for Excel: For use in Excel spreadsheets for the calculation of choice and warrant costs (equities, currencies, inventory indices, futures, barrier choices, and Employee Stock Options), “Greeks” , implied volatility (utilizing  the Black-Scholes and binomial fashions), convertible bonds, historic volatility (together with the EWMA and GARCH fashions), buying and selling profitability, possibilities and optimum early train factors. Also contains features for futures pricing and contract valuation. Handles each lognormally distributed asset costs, and non-lognormally distributed (utilizing the Gram-Charlier/Edgeworth growth & Rubinstein implied binomial bushes), values choices utilizing the SABR stochastic volatility mannequin; and far more.

Interest fee derivatives (bonds, floating fee notes (FRNs or floaters), bond choices, caps and flooring, swaptions) are dealt with utilizing both the Black-76 mannequin or the Hull-White mannequin (analytic and Hull-White trinomial rate of interest bushes). Also features a Monte Carlo simulation parts and parts for the retrieval of on-line quotes and choice chains right into a spreadsheet.