Black & Scholes Margrabe + C# Code- Includes Black& Scholes Euro

Exchange option model for asset 1 and asset 2 at maturity. The model has continuous zero coupon Yield Curve, continuous dividend yield, a constant volatility to maturity. No provision for a maturity volatility dependence, volatility surface or actual dividend payments. The Excel add-in is incorporated directly for quick use with a data. The model uses a continuous zero coupon Yield Curve, a continuous dividend yield and a constant volatility to maturity. There is no provision for a maturity volatility dependence or a volatility surface. For Equity, there is also no provision for actual dividend payments (please see later models). Models like these can be applied to relatively short-dated options on Equity combinations. The add-in also includes a set of C# files ready for compilation, allowing users to quickly and easily create their own models.