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Summary
tables           Draw Tree        Help


                             Contains a Form when clicked

                                                 Solve for:
Asset Price                                          European Black Scholes

Strike Price                                          European CRR

                                                              Show Tree
Dividend yield
                                                      American CRR
Risk Free Rate                                                Greeks

Volatility                                                    Show Tree

Time of maturity
                                                     Show output in a new worksheet
No of steps                                          Show output in range:


   Call option button        Put Option Button

                                                                       OK
Summary
tables    Draw Tree   Help


              Then shows the output in the worksheet
Summary
                   tables      Draw Tree      Help



Asset Price                                          Draw good Tree? Output
Strike Price

Dividend yield

Risk Free Rate

Volatility

Time of maturity

No of steps

        Solve for:
               European CRR

               American CRR


  Call option button      Put Option Button

   Show output in a new worksheet
   Show output in range:



                     OK
Summary
            tables    Draw Tree   Help



Help on how to use the functions and the forms etc..
                                                          Asset Price

Pwede given table of variables then compute for the put   Strike Price

call etc..using the function                              Dividend yield

A New worksheet would appear containing the               Risk Free Rate
following variables for the user to input.                Volatility

Or a Form                                                 Time of maturity

                                                          No of steps

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Algorithm

  • 1. Summary tables Draw Tree Help Contains a Form when clicked Solve for: Asset Price European Black Scholes Strike Price European CRR Show Tree Dividend yield American CRR Risk Free Rate Greeks Volatility Show Tree Time of maturity Show output in a new worksheet No of steps Show output in range: Call option button Put Option Button OK
  • 2. Summary tables Draw Tree Help Then shows the output in the worksheet
  • 3. Summary tables Draw Tree Help Asset Price Draw good Tree? Output Strike Price Dividend yield Risk Free Rate Volatility Time of maturity No of steps Solve for: European CRR American CRR Call option button Put Option Button Show output in a new worksheet Show output in range: OK
  • 4. Summary tables Draw Tree Help Help on how to use the functions and the forms etc.. Asset Price Pwede given table of variables then compute for the put Strike Price call etc..using the function Dividend yield A New worksheet would appear containing the Risk Free Rate following variables for the user to input. Volatility Or a Form Time of maturity No of steps