Importing options pricing model into excel

[Palantir]

I have an options pricing model on one of the programs we use, but there is no way to import that into excel, so I’m looking for free internet based one that I can use the web query to import…have not had any luck, would be great if anyone can point me to one.

 

[ohai]

What sort of option? Just vanilla on equities/other or something more exotic? If it’s just a Black-Scholes pricer, just write it in VBA. It should be really easy. Otherwise, you can buy Haug’s book. It comes with a CD with VBA code for all sorts of options.
http://www.amazon.com/Complete-Guide-Option-Pricing-Formulas/dp/00713899...

 

[higgmond]

Hoadley sells an Excel add-in that handles a few exotics. I think a student license is around $80. I believe the website has free online calculators for plain vanilla equities.
http://www.hoadley.net/options/options.htm

 

[JoeyDVivre]

You will never learn an option pricing model better than by programming it up. If you are trading options based on that model, this is worth so much money to you.

 

[Palantir]

That is a good idea, I might as well write it up myself, and learn the thing. Should probably learn VBA too.

 

[elcfa]

You may search for the website of prof Damodaran, NYU.
He has some Excel option pricing models (as well as tonns of other Excel models)
http://pages.stern.nyu.edu/~adamodar/