Hoadley Options Financial Addin for Excel

Description

Finance Add-in for Excel: For use in Excel spreadsheets for the calculation of option and warrant prices (equities, currencies, stock indices, futures, barrier options, and Employee Stock Options), “Greeks” , implied volatility (using  the Black-Scholes and binomial models), convertible bonds, historical volatility (including the EWMA and GARCH models), trading profitability, probabilities and optimal early exercise points. Also includes functions for futures pricing and contract valuation. Handles both lognormally distributed asset prices, and non-lognormally distributed (using the Gram-Charlier/Edgeworth expansion & Rubinstein implied binomial trees), values options using the SABR stochastic volatility model; and much more.

Interest rate derivatives (bonds, floating rate notes (FRNs or floaters), bond options, caps and floors, swaptions) are handled using either the Black-76 model or the Hull-White model (analytic and Hull-White trinomial interest rate trees). Also includes a Monte Carlo simulation components and components for the retrieval of on-line quotes and option chains into a spreadsheet.