From the March 01, 2009 issue of Futures Magazine • Subscribe!

Download Paul Cretien's option pricing models

Downloads for “Building a better strangle,” March 2009These spreadsheets include the models referenced in the March 2009 Trading Techniques story by Paul Cretien. They should also be used in place of work sheets previously associated with Cretien's Trading Techniques stories. HYPERLINK "http://www.futuresmag.com/NR/rdonlyres/FE006A51-19B9-405D-B0FA-167BBE691613/0/BlackScholesoptionmodel.xls" \o "Click to download Black/Scholes Option Model" Black Scholes Option Model HYPERLINK "http://www.futuresmag.com/NR/rdonlyres/F896137C-3A51-4B4F-B35D-0572A9217446/0/LLPcalloptionmodel.xls" \o "Click to download LLP Call Option Model" LLP Call Option Model HYPERLINK "http://www.futuresmag.com/NR/rdonlyres/A8E6DA4E-486C-4728-BE95-2935929BE272/0/LLPputoptionmodel.xls" \o "Click to download LLP Put Option Model" LLP Put Option Model

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