IMPORTANT

Some of these spreadsheets contain option pricing functions. These are intended to accompany the text and are thus intended for educational, non-commercial use. Neither the author nor publisher represent these spreadsheets as suitable for any purpose other than to help you learn the material in the text. The spreadsheets may contain errors (although author and publisher have tried to eliminate them) and the assumptions underlying these calculations may not be valid in the real world. Therefore, neither the author nor the publisher can bear any responsibility should you lose money or suffer any damages whatsoever, monetary or non-monetary, as a consequence of relying on these spreadsheets or their embedded functions.

• OptAll2.xls: Contains all option pricing functions documented in Appendix E of the text. [Updated 6-6-08 - Version C]
• OptAll2.xla: Add-in version of OptAll.xls.
• OptBasic2.xls: Contains Black-Scholes and binomial option pricing functions, and barrier, binary, and perpetual options. This is a subset of OptAll2.xls.
• OptBasic2.xla: Add-in version of OptBasic2.xls.
• VBA_Examples2.xls: Contains VBA code for most of the examples in Appendix D.
• Data.xls: Stock and option price data for use with the book.

In addition, the file "Excel_functions.pdf" provides documentation for the option pricing functions in OptAll2.xls.