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• Archive: http://archive.is/O5VTc A great value saving combination for practitioners and students.
• Includes every file from our package guides on Monte Carlo Simulation, Option Pricing, Delta Hedging, Interest Rate Simulations & IRS Pricing.The master package includes 19 EXCEL templates and 8 handy PDF files.A great deal for customers who wanted to buy the old subscription package that has now been discontinued.Here are the details of the individual packages that have combined within this master package.
• If you need a component that is not here under the same special pricing, please let us know and we would be happy to creat a custom offer for you.Monte Carlo Simulation with Option pricing1.
• Derivative PricingThis course focuses on an alternative method of implementing a two-dimensional binomial tree compared to the traditional method of building a binomial tree in excel presented in most option pricing text books.The alternate approach is based on the techniques documented by Professor Mark Broadie at Columbia Business School as part of his coursework in Security Pricing and Computational Finance courses at Columbia University and allows us to extend a simple 3 step tree to a 50 – 100 step option pricing tree in a few minutes.
• It uses this alternative approach to price European & American calls and put options and Knock out and Knock in (Sudden Death) options.2.