Financial Analysis Models
The following information and files are provided for conducting
financial analysis of investments in stocks and options. All models
are free to use, but come with no guarantees or support.
Note: Most of the Excel models use Macros to perform specific
tasks. If your Excel security is set to "High", Macros
will be disabled and these worksheets will not function properly.
You can reset your security to "Medium", and Excel will prompt
you to allow Macros when the worksheet is opened.
Binomial Tree - This
worksheet provides a 30-level binomial tree analysis for pricing of
American CALL or PUT options.
A Monte Carlo
simulation is also included that can be run to compare results against the binomial model results.
Black-Scholes
Option Analysis -
This is a pretty elaborate portfolio analysis
spreadsheet design to look at various combinations of stock and
options. The model supports graphing of initial, intermediate, and
end of life results for option investing. There is also a simulation
page to create a future stock price to see how the portfolio would have
performed. A brief help document is available here: Option
Investing Instructions.
Graduate Conference Documents
Playing the Odds with
Black-Scholes Abstract.
Playing
the Odds with Black-Scholes Presentation (1.65M pdf).
Management Articles
Building Successful Teams provides an introduction to assembling
and managing project development teams for optimal performance.
