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Options & Risk Analytics in Excel: Pricing Models, Greeks, and Monte Carlo Simulation: Build Option Pricing Models, Calculate Greeks, and Run Monte Ca
Paperback
Series: The Excel Quant Toolkit, Book 3
Publisher: Independently Published
Published: Sep 20 2025
Pages: 420
Weight: 1.23
Height: 0.86 Width: 6.00 Depth: 9.00
Language: English
You don't need Python or a quant terminal to analyze options risk, Excel is powerful enough to build a complete pricing and risk analytics toolkit. Options & Risk Analytics in Excel shows you how to transform a simple spreadsheet into a dynamic options laboratory for traders, analysts, and risk managers.
This hands-on guide walks you through building models from scratch, so you can price options, calculate Greeks, and run risk scenarios in real time, all with nothing more than Excel formulas and built-in tools.
Inside, you'll learn how to:
Implement Black-Scholes & Binomial Models - Price European and American options with live inputs.
Calculate Greeks Dynamically - Delta, Gamma, Vega, Theta, and Rho with automatic recalculation.
Visualize Payoff Diagrams & Sensitivity Curves - Build interactive charts that update as market conditions change.
Monte Carlo Simulation - Model stock price paths and value exotic options using random simulations.
Portfolio-Level Risk Analysis - Aggregate Greeks across multiple positions to manage exposure.
Stress Testing & Scenario Analysis - See how PnL reacts to volatility spikes, rate changes, and time decay.
Whether you're a trader looking to improve decision-making, a student learning options pricing, or a financial professional building risk dashboards, this book equips you with practical, Excel-based tools to understand and control options risk.
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