Welcome to SpreadsheetZONE, Login or Register

    

Option Pricing - Binomial Model with VBA

+Like us on Facebook
+Like us on Twitter
     
Title:
Option Pricing - Binomial Model with VBA
Author:
Pagos
Downloads:
801
Rating:
Language:
English


Overview:
The Binomial Options Pricing Model (BOPM) provides a generalizable numerical method for the valuation of options. The binomial model was first proposed by Cox, Ross and Rubinstein (1979). Essentially, the model uses a “discrete-time” (lattice based) model of the varying price over time of the underlying financial instrument. In general, binomial options pricing models do not have closed-form solutions. This template use VBA (macro) to calculate model.
You must sign-in or register to comment on templates