Option Pricing

This project received 12 bids from talented freelancers with an average bid price of £118 GBP.

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Project Budget
£20 - £250 GBP
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Project Description

I need to create a program on visual basic in excel. It needs to calculate the price of options. The methods used need to be monte carlo method and binomial method. The inputs in the userform must be: Strike price, Time to maturity, initial price of stock, Desired number of simulations, Annual Volatility of underlying stock return, Annual risk of rate return, option type. The program should implement European Call and Put Options, American call and put options and Bermudan options. I also need clear explanations in the code of what exactly was done.

thank you

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