Who is this guy John?

Pricing Derivatives

Valuing equity

Develop MS Excel

Spreadsheets for MS Excel

Javascripts used on this site!

My Resume

Check out these links

Back to the main page

Email me

Derivative Pricing Theories
The following page contains an interactive research report on derivative pricing theories, that I prepared for Waterloo Maple Software of Waterloo, Ontario. The section containing Equity Research is found at the bottom of this page. If you are using a diskette to access this page (received after 98/12/01), you may verify my macro programming abilities through clicking here. All others please click here, and after all files have been unzipped follow this link.
   
 
Waterloo Maple Inc. will be using algorithims in conjunction with this research to develop custom derivative-valuation software products.  It is long so if you do not have a lot of time, use the quick links below.

Visit Waterloo Maple

   
The report was designed to provide an introduction, and detailed description of the pricing theories currently being researched and used in practice. The report was developed while I was studying at Wilfrid Laurier University, and was submitted to Waterloo Maple in April of this year.
   
The link on the right will allow you to view the entire report. Proceed to entire document
   
Alternatively, if your time is limited, the quick links on the right will direct the one of the major topic areas. ink on the left will allow you to view the entire report. Proceed to Black-Scholes Model Proceed to Binomial Pricing Theory Proceed to Monte-Carlo
   
   
Equity Valuation Example

This section of the page is a demonstration of common equity valuation. It includes options theory, and valuations based on DCF, Multiples, and Divisional Models. Follow the link below to get to the report.

 

Proceed to Valuation