Previous Topic

Next Topic

Options on Options Template

Component

Resolution - Exotic Options

Brief

Use this template to calculates the option value and Greeks for an option on another option.

Options on Options

Worksheet

Description

.

Option Analysis

This sheet contains the input parameters and the results of the valuation.

Functions Used

oX_OptionOnOption

Return to www.derivativepricing.com website

Copyright 2013 Hedgebook Ltd.