Derivagem Version 4.00 to accompany Options, Futures, and Other Derivatives, 10/e by John C. Hull

Abstract

This CD extract contains A user-friendly Options Calculator (DG201.xls) that is used to carry out computations for equity, currency, index, and futures options. European and American bond options, and caps, floors, European swap options, CDSs, and CDOs ; The Applications Builder (DG201 functions.xls) contains 28 functions from which users can build their own applications and The Applications file (DG201 applications.xls) contains 7 sample applications created from the Application Builder. Users are advised to become familiar with DG201.xls before using DG201 functions.xls and DG201 applications.xls. Microsoft Office Users must enable macros or ensure that Security for Macros is set at Medium or Low and, if requested, should choose Enable Macros. Excel users should load: DG201.xls, DG201 functions.xls and DG201 applications.xls into a directory of their choice. Users of Open Office should load: Open Office DG201 functions.ods and Open Office DG201 applications.ods into a directory of their choice. Updates to the software can be downloaded from the author's Web site: http://www.rotman.utoronto.ca/~hull.