CourseinDerivativeSecurities（衍生证券教程 理论和计算 kerry back）.xlsVIP

Chapt13-Vasicek Chapt12-Fixed Income Derivs Chapt10-Finite Difference Chapt9-Numerical II Chapt8-Exotics Chapt7-Exchange Forward Chapt5-Numerical I Chapt4-Volatility Chapt3-BlackScholes Chapt2-Continuous Time American_Call_Dividend American_Put_Binomial American_Put_Binomial_BS American_Put_Binomial_BS_RE American_Put_Binomial_DG American_Spread_Put_Binomial Average_Price_Call_MC binormalprob Black_Call Black_Put black_scholes_call black_scholes_call_delta black_scholes_call_gamma black_scholes_call_implied_vol black_scholes_put Call_On_Call Call_On_Max Call_On_Put cholesky Chooser Discrete_Geom_Average_Price_Call Down_And_Out_Call Down_And_Out_Call_CN Eur_Call_GARCH_MC european_basket_call_mc European_Call_Binomial European_Call_CrankNicolson european_call_mc Floating_Strike_Call Floating_Strike_Call_MC_AV_SE Floating_Strike_Call_MC_SE Forward_Start_Call Generic_Option HW_Coup_Bond_Call Margrabe Margrabe_Deferred MarketModel_Cap MarketModel_Payer_Swaption Simulated_Delta_Hedge_Profit Vasicek_Cap Vasicek_Discount_Bond_Call Vasicek_Discount_Bond_Put Time Brownian Motion Stock Price Volatility Exercise price Interest rate Dividend yield Time to maturity S K r sigma q T Black_Scholes_Call Black_Scholes_Put Black_Scholes_Call_Delta Black_Scholes_Call_Gamma Black_Scholes_Call_Implied_Vol Call price C S0 Expected return mu Number of simulations M Number of time periods Percentage N pct Simulated_Delta_Hedge_Profit M European_Call_MC sigma0 kappa theta lambda Eur_Call_GARCH_MC European_Call_Binomial American_Put_Binomial American_Put_Binomial_DG PV of asset to be received PV of asset to be delivered Generic_Option Price of asset to be received Price of asset to be delivered Volatility of price ratio Dividend yield of asset to be received Dividend yield of asset to be delivered Margrabe P1 P2 S1 S2 q1 q2 Forward (futures) price Value of discount bond Volatility of forward (futures) price F P Black_Call Black_Put Time to exchange Margrabe_Deferred Asset price Time until s