+ Reply to Thread
Results 1 to 1 of 1

Option Valuation

  1. #1
    Registered User
    Join Date
    01-14-2017
    Location
    India
    MS-Off Ver
    2013
    Posts
    1

    Question Option Valuation

    Hi,

    I am trying to build binomial option model in excel. right now I have a macro in place that values American put model & also construct a binomial tree upto 200 nodes. I am trying to make it more dynamic by making it value american call as well as europian options.

    I have formulas but I am not able to make my macro run. To give a proper view first I will post the formulas to value bith american & europian options. Below that I will write the macro I am using. Please have a look and help me out if you can.


    Please Login or Register  to view this content.
    Edit1: As per forum policy, I have also asked this question on other forum. The link to the same is as below.
    http://www.mrexcel.com/forum/excel-q...valuation.html
    Last edited by tshah1992; 01-16-2017 at 03:28 AM.

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Similar Threads

  1. What-if analysis on DCF valuation
    By drakaz in forum Excel General
    Replies: 0
    Last Post: 03-04-2014, 02:15 PM
  2. valuation of inventory with their sale value
    By mahaveersomani in forum Excel General
    Replies: 1
    Last Post: 02-19-2013, 04:38 AM
  3. First-In First-Out (FIFO) Valuation
    By gentle_20052006 in forum Excel Programming / VBA / Macros
    Replies: 0
    Last Post: 02-06-2011, 01:20 PM
  4. stock valuation help
    By Benoj in forum Excel General
    Replies: 3
    Last Post: 11-15-2010, 04:45 PM
  5. Inventory Valuation
    By aromaveda in forum Excel Programming / VBA / Macros
    Replies: 3
    Last Post: 09-24-2009, 03:39 AM
  6. Inventory Valuation
    By aromaveda in forum Excel Programming / VBA / Macros
    Replies: 2
    Last Post: 08-24-2009, 02:56 PM
  7. Portfolio valuation over time
    By Old Red One in forum Excel General
    Replies: 0
    Last Post: 02-20-2006, 06:45 PM
  8. Inventory Valuation
    By aromaveda in forum ExcelTip.com Feedback / Comments / Suggestions
    Replies: 0
    Last Post: 12-19-2005, 01:45 PM

Tags for this Thread

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1