XOption for Windows

Name: XOption
Rating: 4 (1 reviews)
Author: ExcelQuant

By ExcelQuant
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Developer’s Description

By ExcelQuant

Price American and European stock options, stock index options, and currency options.

An Excel option pricing function that you can call from any worksheet cell. Using XOPTION, you can price both American and European stock options, stock index options, and currency options. Furthermore, you can also compute implied volatility of European options. XOPTION provides you with all the 'Greeks' (Delta, Gamma, Theta, Vega, and Rho) you need to hedge your American and European options. XOPTION uses Crank-Nicolson numerical method for solving American options, hence the function is unconditionally stable and convergent. Because XOPTION is just like any other worksheet functions, you can easily incorporate it into your worksheet model.