Numerical Searching Methods and Option Pricing Set (Set 3) contains topics in applying different numerical searching methods to solve mathematical equations and implied volatility from option pricing models. It also includes vanilla option pricing models on future, currency (foreign exchange), stock index, and stock that pays a known dividend.

Are you having difficulty understanding how to do option pricing modesl and numerical procedures within Excel? Do you want to see practical examples? The Numerical Searching Methods and Option Pricing Set solves these problems. It contains practical and well explained examples of:

1. Numerical Searching Method - Newton-Ralphson

2. Numerical Searching Method - Secant Method

3. Implied Standard Deviation For Black/Scholes Call - Newton Approach

4. Implied Standard Deviation For Black/Scholes Call - Secant Approach

5. Implied Standard Deviation For Black/Scholes Call - Bisection Approach

6. Implied Standard Deviation For Black/Scholes Put - Newton Approach

7. Implied Standard Deviation For Black/Scholes Put - Secant Approach

8. Implied Standard Deviation For Black/Scholes Put - Bisection Approach

9. Black-Scholes Option Pricing Model - European Call and Put

10. Option Greeks Based on Black-Scholes Option Pricing Model

11. European Option Model on Asset with Known Cash Payouts

12. European Option Model on Asset with Continuous Cash Payouts (Index Option)

13. European Option Model on Currency

14. European Option Model on Futures