Home > Excel Business Solutions > Financial Markets > Technical Analysis > Derivatives Analysis Share

Derivatives Analysis

Excel derivatives analysis for technical analysis


Excel Derivatives Analysis

Rate this solution:
(4.6/5 from 5 votes)
Derivatives Analysis screenshot
Excel Derivatives Analysis (FinOptions) provides a library of detailed and flexible financial functions with Excel dedicated to options pricing, derivative modeling and analysis. Derivatives and options functions can be easily accessed from a custom toolbar categorizing model types and including context search to isolate the optimal solution.

Extensive help information together with prebuilt examples of all derivative modelling components accelerate the development and analysis of complex option pricing and derivative based financial instruments.  Financial derivative can be reverse engineered by understanding the component dependencies and valued using already established real time data feeds in Excel.

Key features of the Excel derivatives analysis include:
  • Option sensitivities calculate and update to underlying data including delta, gamma, theta, vega, rho, psi, lambda and volatility.
  • Vanilla Options include Black-Scholes, Modified Black-Scholes, Black, Whaley, Eurodollar, Black-Scholes French, Jump Diffusion, Bjerksund-Stensland, Roll-Geske-Whaley, Cox-Ross-Rubinstein/Hull Binomial, and Monte Carlo based derivatives.
  • Exotic Options include Asian Options with Average Price/Average Strike/Asian Monte Carlo/Asian Spread Monte Carlo, Barrier Options, Single Single Trinomial, Double, Lookback, Partial Start, Partial End, Soft, Partial Two Asset, Two Asset, Binary Options, Asset or Nothing, Cash or Nothing, Two Asset Cash or Nothing, Gap, Supershare, Binary Barrier and Currency Translated Options, Equity Linked Foreign Exchange, Foreign Equity, Quanto, Takeover Foreign Exchange, Extreme Spread, Fixed Strike Lookback, Partial Fixed Lookback, Partial Float Lookback, Lookback Monte Carlo, Multiple Asset Options, Dual Strike, Exchange, Exchange Binomial, Exchange on Exchange, Portfolio, Rainbow, Rainbow Binomial, Spread, Spread Binomial, Two Asset Correlation, Multiple Exercise Options, Complex Chooser, Compound, Compound Binomial, Executive, Forward Start, Time Switch, Writer Extendible and Spread Binomial derivatives.
  • Interest Rate Options include Futures, Bonds, Bond Options, Cap/Floor and Swapation option models.
  • Additional analytical utilities include historic volatility calculation under various High-Low-Open-Close combinations, Linear and Cubic Spline interpolation algorithms. 

Try It  Get It

(Pricing is available on the next page)
(Updated on 2024-08-01)

Related Excel Solutions for Derivatives Analysis

Real Options ValuationFinancial Analysis  Financial CalculationsFinancial Analysis  Monte Carlo Analysis Add-inRisk Analysis  Advanced StatisticsTechnical Analysis  Stock Option AnalysisTechnical Analysis

Share your thoughts and opinion with other users: Create Review

Browse Main Excel Solution Categories

Business Finance Financial Markets Operations Management Excel Productivity

Additional Excel business solutions are categorized as and the . Further solutions proposed for specific user requirements can be either found in the Excel Help Forum.