Derivatives (Options & Futures)
- I calculated option values and bond prices in Excel.
- I examined payoff structures and interest rate sensitivity.
- I prepared calculation models and explanatory notes.
Historical analytical work. Original dates and case assumptions are preserved. See the readiness notes for inherited worksheet limitations.
Project files
- Answer Model and Notes.xlsxExcel model or data workbook | 26 KB
- Black Scholes Ass Updated Ans Figures only.xlsxExcel model or data workbook | 11 KB
- Black Scholes Assignment Complete.xlsxExcel model or data workbook | 13 KB
- FIN660 Assgn2.xlsxExcel model or data workbook | 8 KB
- index.htmlSupporting file | 2 KB
- TVM BondPricing Assgnment 1.xlsxExcel model or data workbook | 13 KB