Binary Pricing Spread Sheet

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Robertral

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Here you all go...This shoudl help you get to grips with binary pricing in excel....this is very basic...if you need more detail give me a shout..... enjoy
 

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  • BasicBinary.xls
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Much sexier than my version! Mine looks incredibly bland in comparison, Thanks for some excellent posts.
 
That looks great! Do you have an idea how to calculate short-term volatility (hour-by-hour) as opposed to just having a constant long term assumption?
 
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