Articles relating to equity related products that may be built in Excel using Deriscope

Accessing and Manipulating Historical Data from Yahoo Finance in Excel

cover
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 these data for free. Deriscope automates this process through a special spreadsheet formula called dsLive that takes as input the handle name of an object containing the specs o...
Continue reading
  324 Hits
  0 Comments
324 Hits
0 Comments

Beyond Black Scholes: American Option Price Dependence on Dividend Payment Time

cover
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 unde...
Continue reading
  178 Hits
  0 Comments
178 Hits
0 Comments

Beyond Black Scholes: American Options without Dividends

cover1
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 ch...
Continue reading
  188 Hits
  0 Comments
188 Hits
0 Comments

Beyond Black Scholes: European Options with Discrete Dividends

cover
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-lin...
Continue reading
  196 Hits
  0 Comments
196 Hits
0 Comments

Introduction to Deriscope – Part 5: Live Feeds

cover
Deriscope enables you to get live feeds that include last traded stock prices, forex rates, bid/offer quotes, historical time series and financial data from various providers in Excel. Currently these providers are the Yahoo Finance, Alpha Vantage, IEX (Investors Exchange) and TrueFX. The special function dsLive takes as input an object of type Liv...
Continue reading
  516 Hits
  0 Comments
516 Hits
0 Comments

Introduction to Deriscope – Part 3: Pricing a Stock Option

SelectPriceScreenshot
In my previous article 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. As I pointed out, the most important of these functions is the Price, which calculates the fair price of the calling object. The Price function is a so called Local function, in the sense that it is inv...
Continue reading
  196 Hits
  0 Comments
196 Hits
0 Comments

Introduction to Deriscope – Part 2: Creating a Stock Option

Initial
In my previous article I listed the main reasons for using Deriscope. Now I will show you how to use Deriscope to create a Stock Option object. Rather than typing the formula by hand, I will ask the wizard to create the formula for me. After I start Excel and press on the Enable and Show Wizard button inside the Deriscope ribbon tab, the Deriscope ...
Continue reading
  153 Hits
  0 Comments
153 Hits
0 Comments

Beyond Black Scholes: European Options without Dividends

option-signs
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 "embe...
Continue reading
  117 Hits
  0 Comments
117 Hits
0 Comments

Using a Stock Trading Simulator in Excel

DsSimulatorOper
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. ​ Apologies for the long time gap since my earlier post, but I wanted to provide you with the very latest version of the Simulator describ...
Continue reading
  104 Hits
  0 Comments
104 Hits
0 Comments

Should I use a Trading Simulator to learn how to trade?

Investopedia-OrderStock
Have you ever thought of being a trader?  I mean trading things like stocks, currencies, options or anything else that you can buy and sell almost instantly - typically online - by pressing a button and not illiquid assets, such as houses or antique furniture. Wouldn't it be great to get some sense of what real world trading looks like before ...
Continue reading
  84 Hits
  0 Comments
84 Hits
0 Comments