Via Excel Add-In, make C++ routines in "Financial Numerical Recipes" accessible as built-in functions in Excel.
Contents: the time of value, bond pricing with a flat term structure, future algorithms, binomial option pricing, basic option pricing (the Black Scholes formula), Warrants, extending the Black Scholes formula, option pricing with binomial approximation, finite differences, option pricing by simulation, average lookback and other exotic options, generic binomial pricing, trinomial trees, alternatives to the Black Scholes type option formula, pricing of bond pricing (basic models), credit risk, binomial term structure models, interest rate trees and term structure derivatives.
Got a question or problem with this link? Just enter your message and click on submit. No registration is required.