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OPTDRV32
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OPTDRV32
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Description of OPTDRV32 7.0:
Pricing models to evaluate options which are American or European, Calls or Puts, with or without dividend details. Allows calculating option fair values, deltas, gammas, vegas, thetas, rhos and implied volatilities. This version has Black and Scholes, Black & Scholes adjusted and Binomial models.Spreadsheet template provided which shows how to use all the features of addin together with whatif analysis and charts.
Supported OS: Windows 3.x, Windows 95, Windows 98, Windows Me, Windows NT, Windows 2000, Windows XP, Windows 2003
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