Real Option Valuation

The Real Option valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for arange of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if thereturns on the project exceed the hurdle rate. While this is a worthwhile exercise, it fails to consider the myriad of strategic options that areassociated with many investments. This model provides the ability...

Tags: excel, real options, template, spreadsheet, pricing, scholes, binomial, option, nash, equilibrium, game, theory, strategic, embedded, analysis, business, project,

Option Trading Workbook

Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical price and option greek derivatives ofcall and put options. Includes a strategy simulation worksheet, which enables a user to enter up to 10 option legs that will be used as a singleoption combination. This combination will then be graphed to show the expected profit and loss at the expiration date as well as the combinedoption greeks for the strategy. The Black and Scholes code that is used...

Tags: option trading, option pricing spreadsheet, black and scholes,

Option Pricing Calculator

This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, ImpliedVolatility. This option pricing calculator has three option pricing models to caculate prices: Black-Scholes Option price, Binomial Americanoption price and Binomial European option price

Tags: blackscholes option price, binomial american option price, binomial european option price,

Stock Options Secrets

Overpricing/underpricing option calculator. Handy options calculator no option trader should miss. This is a serious piece ofsoftware with features not fould in any other option calculator - whatever price. No datafeed support is included, however.- Compute fair prices- Find Delta/Gamma/Vega- Find implied volatility- Find historical volatily- Find probability for price reaching a target level- Find implied forward price/implied price- Test impact of an uptrend...

Tags: option trading, stock options secrets, stock options,

Visual Stock Options

Visual stock options Analyzer (VOptions) is a powerful analysis tool for development, testing, and application of stock andoptions strategies... VOptions versatility and power make it suitable for new, experienced, or advanced traders alike... The software provides powerful two and three-dimensionalcharts for analysing option strategies...Automatic Data DownloadVOptions downloads free options data from the CBOE (Chicago Board Options Exchange)

Tags: put spread, straddle, bull put spread, short put, short straddle, bull call spread, short call, options software, options straddle, options strategies, long put, butterfly options, option software, straddle options, butterfly option, bear call spread, opt,


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