The
following is a list of Excel spreadsheets (Excel97 or later) that are readily
available. Many of them are included
in Derivatives
WorkbookTM
and Derivatives LearnbookTM.
If you want to purchase
the spreadsheets in the table below, packages are available. If you are interested
in a particular pricing calculator or spreadsheet application which is not
in the following table, please E-mail us at inquiry@gnosisgroup.com.
1. Basic Concept Explanation
Spreadsheets:
Building
A Yield Curve
Interest
Rate Compounding Methods (click here to see a demo)
Binomial
Option Model
Option
Greeks (click here to see a demo)
Option
Trading Strategies
Factors
Affecting Option Value
Visual
Presentation of An Option
Bond
Price/Yield, Duration and Convexity
VAR
Visual
Presentation of An Interest Rate Cap/Floor
Portfolio
Greeks
Distribution
and Confidence Level
Present
Value and Future Value
Compounding
and Future Value
Monte
Carlo Option Pricing
2.
Forward Calculators
Forward
Price (of various underlying assets) Calculator (click here to see a demo)
Currency
Forward Rate Calculator
Forward
Rate Agreement (FRA) Pricing Calculator
3.Swaps
Calculators
Generating
Swap Rates Using Futures
Basic
Interest Rate Swap Calculator (click here to see a demo)
Basis
Interest Rate Swap Calculator
Currency
Swap Calculator
Odd
Cash Flow Interest Rate Swap Calculator
Generic
Interest Rate Swap Calculator
Asset
Repackage Pricing Calculator
4.
Option Pricing Calculators
Black-Scholes
European Option Pricing Calculator (click here to see a demo)
Generic
Option Price Calculator (using Bjerksund and Stensland Approximation)
Currency
Option Pricing Calculator
Basket Option Pricing
Calculator
Average (Arithmetic
Mean) Option Pricing Calculator