following Excel Spreadsheets are available for free
Note: To Activate Sheets, please enable Macros
This spreadsheet uses several different methods to price a European Option
Black Scholes, Finite Elements, Numerical Integration, Two types of trees
and Monte Carlo with anti-thetic variables.
Chooser Option Pricing
This sheet is used to price a chooser option via numerical integration
American Option Pricing
This sheet uses a Tree to price American Options. The control variate
technique is demonstrated.