Provides the user with pricing models to evaluate
options which are american or european, calls or puts
with or without dividend details. The addin allows the
user to obtain option fair values, deltas, gammas,
vegas, thetas, rhos and implied volatilities. Option
models include:- Black & Scholes Black & Scholes
adjusted Binomial All models are accessed by the
driver function OPTDRVR and the order of the
parameters allows the user to switch between models by
changing the model type parameter only. This allows
users to compare the pricing models and provides an
invaluable training aid for novices, whilst a powerful
investment tool for the more experienced user.
Spreadsheet template provided showing all the features
of the addin together with whatif analysis and
charting. The models are used by professional traders
Requres Excel

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