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The following Excel Spreadsheets are available for free download

Note: To Activate Sheets, please enable Macros

Option Pricing Sheet
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 (quadrature).

American Option Pricing

This sheet uses a Tree to price American Options. The control variate technique is demonstrated.