Freelance Presentation on Option Pricing

A condensed presentation handout is available in Acrobat's portable data format (.pdf). The file is about 94K and can only be viewed (and printed) using a copy of Acrobat Reader.

If you do not have a copy of this program, you may download a program that works for Windows 95 or NT now [this is a self-extracting ZIP file that you must install on your computer to read PDF files]. If you want the current version of the Adobe Acrobat Reader for other platforms, visit Adobe's web page.

Click here to download this presentation.

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There is an Excel spreadsheet discussed in class, OPTIONS.XLS in self-extracting ZIP format (also available on the FIN411 directory of the Simon School fileserver) that can be used to analyze the call and put option prices.

Also, there is a spreadsheet FUTURES.XLS in self-extracting ZIP format that was discussed in class (which is also available on FIN411 directory of the Simon School fileserver) which can be used to value futures contracts on the S&P 500 and Treasury bills.

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