Valuation of Options by Using Excel

被引：0

作者：

Prohaska, Zdenko ^{[1
]}

Drazenovic, Bojana Olgic ^{[1
]}

Uroda, Ivan ^{[2
]}

机构：

[1] Univ Rijeka, Fac Econ, Dept Finance & Banking, Rijeka, Croatia

[2] Univ Rijeka, Fac Econ, Dept Comp Sci, Rijeka, Croatia

来源：

2015 8TH INTERNATIONAL CONVENTION ON INFORMATION AND COMMUNICATION TECHNOLOGY, ELECTRONICS AND MICROELECTRONICS (MIPRO) | 2015年

关键词：

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

Options represent the right to buy or to sell a specific number of underlying assets (stocks, indexes, commodities etc.) at a given price in a predetermined period of time. To analyze the value of options the Black and Scholes model will be presented and special spreadsheets will be developed using only "plain vanilla" Excel, i.e. its basic financial functions, for call and put options in the case of stocks which are paying or not paying dividends. The reason for using only "plain vanilla" Excel is a better portability of such spreadsheets for students at faculties of economics and in the public sector on different platforms or computers with various operating systems.

引用

页码：915 / 919

页数：5

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