Option Pricing Excel VBA Software

This project received 7 bids from talented freelancers with an average bid price of £161 GBP.

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Project Description

Produce Excel VBA Software to price European and American Options (through the Binomial Method) and Exotic Asian (through Monte-Carlo Simulation GBM).

VBA Code that receives as input:

-annual risk free rate of return
-annual volatility
-time to maturity
-initial price of stock
-strike price
-desired number of simulations for the future stock price
-whether option is put or a call

And outputs:

-the price of option via simulation or chasing back along the binary tree

-Worksheet has been attached with historical prices for the past ten years
-Computation of stock return and annual volatility of stock (through vba) returns using historical prices
-Implementation of european and american (call and put options) pricing in excel vba using binomial tree method
-implementation of exotic asian option using monte carlo method GBM

User Interface:-

-Userform for American/European Option Pricing(Binomial Model)
-Strick price to be the users choice
-All the user to choose the number of period(n) for the option
-type of options to view prices (put or call)
-combo box for option style selection (american or european)

-Userform for Asian Exotic Options (Monte Carlo Simulation)

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