Resources

In my previous article I showed how one can use Deriscope in Excel to calculate the price of a particular type of a structured product that pays the minimum of two equity indices observed at some specified future terminal time. As example was used the Trigger Plus note issued by Morgan Stanley on April 1, 2019, which is based on the value of t...

Various structured products can be precisely priced in Excel using Deriscope and its underlying QuantLib analytics. In this article I will focus on the Trigger Plus product issued by Morgan Stanley on April 1, 2019. It is based on the value of the worst performing of the Dow Jones Industrial Average and the Russel 2000 Index due April 4, 2024. It o...

You are all familiar with simple European call options that are securities promising to pay their holders at some agreed future time T the difference S(T) – K between the price S(T) realized by a monitored underlying S at time T and a fixed amount K, under the condition that S(T) is greater than K. The last long sentence may be compressed to t...

A common usage of quanto call options is to benefit from the price appreciation of a foreign asset and on the same time stay immune on exchange rate variations.A European style quanto call option on a foreign asset S with strike K is always cash settled and pays its holder on expiry time T the amount max{S(T) – K, 0} converted into domestic currenc...

Important Note: Live Feeds are now part of the XL Feeds Excel Add-In. Visit the XL Feeds web site for details. Some or all of the information below may still apply on the new Add-In.Yahoo Finance displays historical data for stock prices, indices, bond yields, fx rates, commodity prices etc on their website and allow anyone to download a text file ...

With this article I want to show you how to create and price American options on an underlying that pays dividends – such as American stock options expiring after the ex-dividend date - in Excel using the open source QuantLib analytics library.In my previous article I showed you how to calculate the fair price of an American option on an under...

With this article I want to show you how to create and price American options on a non-dividend-paying underlying – such as American stock options - in Excel using the open source QuantLib analytics library.America has been traditionally touted as the "land of choice" and American Options honor their name by granting their holders an additional cho...

With this article I want to show you how to create and price European options on an underlying that pays discrete dividends – such as European stock options - in Excel using the open source QuantLib analytics library.In my previous article I presented an overview of the QuantLib models that can be used in Excel towards pricing the simplest non-line...

Overview Important Note: Live Feeds are now part of the XL Feeds Excel Add-In. Visit the XL Feeds web site for details. Some or all of the information below may still apply on the new Add-In.Deriscope enables you to receive in Excel live feeds from several different providers.These feeds include real time or almost real time prices of financia...

In my Introduction to Deriscope – Part 2 I showed you how to create a Stock Option object in Excel and how to access the list of functions that apply to that object. Now I will show you how to use the most important of these functions, the Price, which calculates the fair price of the calling object. Alternatively, you may watch my YouTub...

In Introduction to Deriscope – Part 1 I listed the main reasons for using Deriscope. Now I will show you the main features of Deriscope using as example the creation of a Stock Option object.Table of Contents The Deriscope TaskpaneThe Input AreaThe Type SelectorThe Function SelectorThe Browse AreaThe Go ButtonThe Created ObjectTrivial Obj...

Options are the simplest non-trivial financial derivatives around.They are part of the curriculum of every university course on Finance for a good reason: They are everywhere! They are traded on regulated exchanges around the world, change hands over the counter between … consenting adults, enhance or "infect" all sorts of contracts as "embedd...

As I promised you in my previous article I am back with a review of a Stock Trading Simulator that works in Excel and does not suffer from the mentioned drawbacks that hamper all other available free simulators.​Important Note: Live Feeds are now part of the XL Feeds Excel Add-In. Visit the XL Feeds web site for details. Some or all of the informat...

Have you ever thought of being a trader? Important Note: Live Feeds are now part of the XL Feeds Excel Add-In. Visit the XL Feeds web site for details. Some or all of the information below may still apply on the new Add-In.I mean trading things like stocks, currencies, options or anything else that you can buy and sell almost instantly - typic...