European and American Options Pricer and Greeks

European and American Options Excel Pricer and Options Sensitivities (Greeks)

• This model is first dedicated to analyse the Options sensitivities to any change in input data  ;
• European Options are priced using a Black and Scholes model, American Options are priced using a Bjerksund-Stensland approximation ;
• Greeks are derived from the Black model and only are applicable to European options (American Options sensitivities remain very similar).