Bob, the answer is probably beyond the scope of this blog. I am not an expert at Excel. I did find a web site that offers an option pricing add-in to Excel that can be used for American style options. Please check out The company offers a 30 day free trial, but I could not find out how much the charge with out signing up.
Also, I found a site with free option calculators that looked pretty good. You can find them at the following site.
http://www.hoadley.net/options/calculators.htm
For a calculator that will value American Style options try this site:
For a calculator that will value American Style options try this site:
Good Luck!
try this one:
http://www.pmpublishing.com/price/index.html
Not quite sure how this one works, but it claimes to be able to handle the American model. Keep looking for a free one, almost everything is free online if you look hard enough.
Posted by: black scholes | March 22, 2006 8:34 PM | Permalink to Comment