: Pre-built spreadsheets for option pricing, portfolio optimization, and historical volatility calculation.
Created by Peter Hoadley, the Hoadley Optimization and Options Strategy Applications constitute a highly respected suite of add-ins ( .xll and .xlam files) for Microsoft Excel.
Evaluates American, European, and exotic options. hoadley finance add in for excel.zip
: Combines market equilibrium with subjective investor views to create stable asset allocations.
The Hoadley Finance Add-In is a comprehensive collection of Excel functions (packaged as an .xll or .xla file within a .zip archive) developed by Peter Hoadley. It is designed to handle complex financial math directly inside Excel cell formulas. : Combines market equilibrium with subjective investor views
Analyze marginal, component, and absolute Value at Risk (VaR) and Conditional VaR (CVaR). 3. Corporate Finance and Risk Management
At its core, the add-in is an options analysis powerhouse. It supports the calculation of option prices and sensitivity measures (commonly known as the "Greeks": Delta, Gamma, Theta, Vega, Rho) for both American and European options. It employs established financial models, including the Black-Scholes model for European options and the Cox, Ross, & Rubinstein binomial pricing model for both European and American options. The software can handle a wide range of underlying assets, including: Analyze marginal, component, and absolute Value at Risk
Uses highly accurate binomial and trinomial tree models to account for early exercise features.