The following Excel Spreadsheets are available for free download

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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.

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Chooser Option Pricing

This sheet is used to price a chooser option via numerical integration (quadrature)

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American Option Pricing

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

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