Diseño de carteras de opciones con Excel

Abstract

An Excel® workbook, containing three worksheets, is presented. The file allows performing financial portfolios using incorporated functions and VBA code (Visual Basic for Applications). The user must select the basic positions he/she wants to combine, and the program will supply analytical and graphical information about the portfolio’s yield at maturity. The workbook, named Carteras_Opciones.xlsm, is useful for traders at option markets, for investors as simulation tool, for finance courses and for people who enjoy Excel® spreadsheets. It is possible to download the xlsm file from the author’s website at the University of Valencia: www.uv.es/pinyol.