<p>INCLUDING 89 OPTION VALUATION METHOD WITH EXCEL vba</p><p></p><p> <br/></p><p><excel版期权定价模型><br/>├<Credit Derivatives><br/>│  └CreditGrades.xls<br/>├<Exotic Options><br/>│  ├AmericanExchangeOption.xls<br/>│  ├AmericanExchangeOption.xls.bak<br/>│  ├AsianOption-GApproximations.xls<br/>│  ├AsianOption-GeometricClosed.xls<br/>│  ├AsianOption-MCS.xls<br/>│  ├BalloonOption.xls<br/>│  ├BarrierCalls-PartialTimeStart1Asset.xls<br/>│  ├BarrierDigital-Asset.xls<br/>│  ├BarrierDigital-Cash.xls<br/>│  ├BarrierOption-Discrete-MCS.xls<br/>│  ├BarrierOption-MCS.xls<br/>│  ├BarrierOption-TwoAsset.xls<br/>│  ├BinaryOption.xls<br/>│  ├BinaryOption-CashorNothingTwoAsset.xls<br/>│  ├Black-OptiononFutures.xls<br/>│  ├C-Brick.xls<br/>│  ├ChooserOption.xls<br/>│  ├Cliquet_Binomial.xls<br/>│  ├CompoundOption.xls<br/>│  ├DiscreteTimeSwitchOptions.xls<br/>│  ├DoubleBarrierOption.xls<br/>│  ├DoubleBarrierOption-SV.xls<br/>│  ├DoubleDigitalBarrierOption-SV.xls<br/>│  ├ExchangeOption.xls<br/>│  ├ExchangeOption-3D-Binomial-E.xls<br/>│  ├ExtremeSpreadOptions.xls<br/>│  ├ForwardStart.xls<br/>│  ├GapOption.xls<br/>│  ├Holder-Extendible-Longstaff.xls<br/>│  ├LookbackOption-FixedStrike.xls<br/>│  ├LookbackOption-NonFixedStrike.xls<br/>│  ├Lookback-PartialFixedStrike.xls<br/>│  ├Lookback-PartialFloatingStrike.xls<br/>│  ├LookBarrier.xls<br/>│  ├Rainbow2Asset-3-DBinomial-A.xls<br/>│  ├Rainbow2Asset-3-DBinomial-E.xls<br/>│  ├RainbowOption-2Assets.xls<br/>│  ├RainbowOption-Bestof2AssetsCash.xls<br/>│  ├ReverseBarriers.xls<br/>│  ├ReverseExtremeSpreadOptions.xls<br/>│  ├SpreadOption-3Asset-QMCS.xls<br/>│  ├SpreadOption-3D-Binomial-A.xls<br/>│  ├SpreadOption-3D-Binomial-E.xls<br/>│  ├SpreadOption-Approx-Kirk.xls<br/>│  ├StrikeResetOptions.xls<br/>│  ├Supershares.xls<br/>│  └Writer-Extendible_Options.xls<br/>├<Fixed Income  Bond Derivatives><br/>│  ├BondOptions-Binomial.xls<br/>│  ├BondOptions-Black76.xls<br/>│  ├BondOptions-Schaefer_Schwartz.xls<br/>│  ├Options_onT_BondFutures.xls<br/>│  └Options-onLibor.xls<br/>├<IR  FX  Currency Derivatives><br/>│  ├EquityLinkedForexOption.xls<br/>│  ├European-CurrencyOption.xls<br/>│  ├European-Swaptions.xls<br/>│  ├ForeignEquityDomesticStrikeOptions.xls<br/>│  ├InterestRate-Caplets_Floorlets.xls<br/>│  └QuantoOption.xls<br/>├<Trading Strategies><br/>│  └CurrencyHedgeFutures.xls<br/>├<Value at Risk><br/>│  ├VaR-DailyBond.xls<br/>│  ├VaR-delta-gamma.xls<br/>│  ├VaR-var-cov.xls<br/>│  └VaR-var-cov-2asset.xls<br/>├<vanilla options><br/>│  ├American-Binomial.xls<br/>│  ├American-BjerksundStensland.xls<br/>│  ├American-CNFiniteDifference.xls<br/>│  ├American-FiniteDifference.xls<br/>│  ├American-JuZhong.xls<br/>│  ├American-Trinomial.xls<br/>│  ├Barone_Adesi-AmericanOptions.xls<br/>│  ├BS-european.xls<br/>│  ├BS-european-contdividends.xls<br/>│  ├BS-european-div-tradingday.xls<br/>│  ├BS-european-MCS.xls<br/>│  ├BS-european-QMCS.xls<br/>│  ├European-ATM-Approx.xls<br/>│  ├European-Binomial.xls<br/>│  ├European-CNFiniteDifference.xls<br/>│  ├European-FiniteDifference.xls<br/>│  ├European-LRBinTree.xls<br/>│  ├European-TriBin-Compared.xls<br/>│  ├European-Trinomial.xls<br/>│  ├ImpliedVolatility.xls<br/>│  ├ImpliedVolatility-ATMApprox-SF.xls<br/>│  ├ImpliedVolatility-Extendedapprox-CM.xls<br/>│  ├JumpDiffusion-Merton.xls<br/>│  ├Merton-CompanyasOption.xls<br/>│  ├RollGeskeWhaley-AmericanOptions.xls<br/>│  └StockPriceMovements.xls<br/></p>

[此贴子已经被作者于2008-6-2 11:21:43编辑过]