An option is a contract that gives a person or institution the right to buy or sell an asset at a specified price. A call option is a contract to buy an asset at a fixed price while a put option is a contract to sell an asset at a fixed price. This spreadsheet uses the Put Call Parity relation, Binomial Option Pricing and Black Scholes model to value options.
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Binomial Trees Templates
1000 Steps Binomial Option Pricing Formulas
Cox, Ross and Rubinstein (CRR) Technique
Up (u) and Down (d) Factor Adjustments
No Arbitrage Valuation
Risk Neutral Valuation
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