Hoadley Finance Add-in for Excel v10.6j cracked version

                                  Hoadley Finance Add-in for Excel v10.6j







            This is the full cracked version of the software. Download, extract, install, enjoy.
   Inside the archive there is "crack" folder wich contains everything you need to crack the software.
                                                Download link:
                                     https://safelinking.net/p/6088d14d4e




Vanilla options

Option valuation, implied volatility, and analysis functions will handle:
bullet  Options (or warrants) on equities, currencies (FOREX), indices and futures. (See the Options Strategy Evaluation Tool FAQ for how these option types are handled)

bullet  Black-Scholes (for European options) and Cox, Ross, & Rubinstein binomial pricing models (for European and American options).

bullet  American and European exercise.

bullet  Dividends specified either as an unlimited number of discrete payments, each consisting of an ex-dividend date and an amount, or as a continuous yield.

The pricing, implied volatility, and analysis functions include:
bullet  Option pricing and "Greeks": Calculation of option prices and "Greeks" for American and European options. The HoadleyOptions1 function uses absolute dates for deal, expiration and ex-dividend dates; HoadleyOptions2 lets you specify these in days.

bullet  Implied volatility:   Calculation of implied volatility for American and European options. The HoadleyImpliedVolatility1 function uses absolute dates  for deal, expiration and ex-dividend dates; HoadleyImpliedVolatility2 lets you use days. Both use the Newton-Raphson method. An Implied Volatility Calculator which will retrieve complete option chains from a number of on-line data providers is included with the add-in.

bullet  Percent-to-target: Calculation of the percentage change in the price of the underlying that would be required to increase the option price by a specified percentage. The "percent-to-double" metric is one example of its use.  HoadleyPercentToTarget1 uses absolute dates; HoadleyPercentToTarget2 uses days.

bullet  Implied values:  Calculation of values (implied strike, implied spot, implied term, implied volatility and implied risk free rate) implied from either an option price or an option delta.  Can be used to identify options to meet specific hedging or other requirements. eg "what strike would I need for a put with a delta of - 0.75?".  The HoadleyImply1 function uses absolute dates; HoadleyImply2 uses days.

bullet  Pricing with time-varying interest rates: The HoadleyBinomialTS calculates prices, Greeks, and implied volatility taking into account a term structure of interest rates (ie yield curve). Handles European & American options with discrete dividends or dividends expressed as a yield (which can also vary by time). This function is useful during times of steepening yield curves where the pricing of American options using the usual assumption of constant rates may not be satisfactory.  The function also handles Bermudan-style options which cannot be exercised prior to a specific date.

bullet  Pricing with time-varying volatilities and time-varying interest rates: The HoadleyTrinomialTS includes all the functionality contained in the HoadleyBinomialTS function, and in addition it handles a term structure of volatilities -- ie volatilities that vary over the term of the option -- using a flexible recombining trinomial lattice.  Being able to capture the volatility term structure is particularly important for longer term options with American exercise.  The function also optionally provides for a term structure of risky rates, which are used for discounting the option payoff, to be specified separately from the risk free rates -- for instance, to model counterparty risk for OTC options -- and allows borrowing and other costs to be specified together with discrete dividends. This function is only available under a commercial license.

bullet  Pricing with volatility smiles/skews:  The  HoadleyOptionsNLN  (Non-LogNormal) function prices American and European options  when underlying asset prices depart from a lognormal distribution in terms of skewness and excess kurtosis. Also calculates the volatility implied by the underlying asset distribution, the results of which can be used to graph the volatility smile for a range of strike prices. Uses the Gram-Charlier (similar to Edgeworth) expansion method together with an extended Black-Scholes formula  (for European options) and Rubinstein implied binomial trees (for American options).

bullet  SABR stochastic volatility model:  Three functions which implement the SABR stochastic volatility model for European spot and futures options.  HoadleySABRBlackVol returns the Black-Scholes/Black-76 equivalent volatility; HoadleySABROption calculates option values and Greeks using the SABR model; HoadleySABRCalibrate calibrates the SABR parameters with market data: the volatility smile (skew) from the strikes and implied volatilities of traded options.

bullet  Early exercise analysis: A component (VBA class) which will analyze an American option specification and report on any optimal early exercise thresholds: the underlying asset price/date combinations where it may be optimal to exercise an option before maturity. See early exercise for more details on the conditions under which early exercise may be optimal.