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                 DerivaGem for Excel and Other Software

The Options Calculator

The Options Calculator enables readers to carry out calculations for European and American calls and puts, exotic options, and interest rate derivatives. Features of the software are

Version 1.53 of the software, which includes an installation routine was released in Nov 2008. This version of the software fixes a problem in the bond option calculator. To install the software click here

Install Version 1.53

 

For Users of Microsoft Office 2007:

You have to click “Options” and choose “Enable this content” before using the software

 

The Applications Builder

The disk accompanying Options, Futures, and Other Derivatives and Fundamentals of Futures and Options Markets contains a third file DGfunctions.xls. This contains a number of functions from which users can build their own applications. It includes a number of sample applications and enables readers to explore the properties of options and numerical procedures more easily.

There is an error in the example in Tab D. To download a corrected version of this worksheet, click here

Download Correction to Example in Tab D

 

Bivariate Normal Distribution

To download a function for calculating the cumulative bivariate normal distribution function click here

Download Bivariate Normal Distribution Function

 

Operational Risk Calculator

To download the Excel spreadsheet used to create Figure 14.2 in Risk Management and Financial Institutions, click here

Download Operational Risk Calculator

 

Old Versions of the DerivaGem Calculator

Readers who are using Windows 95 Excel Version 7.0 can use the following version of the calculator by clicking here and opening the *.exe file

Download DerivaGem for Excel Version 1.22

NOTE: You need DG_122.xls, DG_ADDIN.xla, and dg122.dll to run the software. The last of these should be loaded in the Windows\System directory; the other two should be loaded in another directory. You will be downloading a file named dg.exe. When you run this, all files will be placed in the same directory. (The default directory is C:\DerivGem.) It is important that you move the dg122.dll file to the Windows\System directory

Some users who installed Excel from scratch have had difficulty using Version 1.22. To solve this problem we created an alternative version 1.22a of the software. To download this version click here and open the *.exe file

Download DerivaGem for Excel Version 1.22a

NOTE: You need DG_122a.xls, and dg122.dll to run the software. There is no *.xla file. The dg122.dll file should be loaded in the Windows\System directory; the other should be loaded in another directory. You will be downloading a file named DGA.exe. When you run this all files will be placed in the same directory. (The default directory is C:\DerivGemA.) It is important that you move the dg122.dll file to the Windows\System directory

If you do not have Excel, you can download the old version of the software. This does not have all the functionality of the Excel version. To download the old version click here andopen the *.exe file

Download non-Excel Version of Software

You need DERIVGEM.EXE and GRID.VBX to run the old version of the software