{"text_format":"1","workbook":"xlsx","n_sheets":3,"sheets":["Sheet1","Sheet2","Sheet3"],"not_rendered":{"charts":1,"images":0,"macros":1,"external_links":0,"defined_names":0,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Sheet1","index":0,"n_rows":230,"n_cols":2,"rows_kept":230,"cut":false,"hidden":false,"merged":[]}
["Analytic vs. Monte Carlo Down-and-Out Barrier Call (K>=B)"]
[]
["Options-Parameter:"]
["Ausuebungspreis oder Strike K",80]
["Barriere  B",80]
["Laufzeit oder Maturity T",0.5]
[]
["Markt-Parameter:"]
["aktueller Preis S0 des Basiswerts",100]
["jaehrliche Volatilitaet",0.2]
["jaehrlicher Zinssatz",0]
[]
[]
["Black-Scholes Preis Down-and-Out Barrier-Call",{"$f":"BarrierCall(B9,B4,B5,B6,B10,B11)","v":20}]
["Monte Carlo Preis",20.117587378741117]
[]
[]
["Monte Carlo Parameter:"]
["Anzahl Pfade ",10000]
["Anzahl Zeitschritte pro Jahr",1000]
[]
[]
[]
[]
[]
[]
[]
[]
[]
["S0","V0"]
[1,{"$f":"IF(A31>=$B$5,BarrierCall(A31,$B$4,$B$5,$B$6,$B$10,$B$11),0)","v":0}]
[2,{"$f":"IF(A32>=$B$5,BarrierCall(A32,$B$4,$B$5,$B$6,$B$10,$B$11),0)","v":0}]
[3,0]
[4,0]
[5,0]
[6,0]
[7,0]
[8,0]
[9,0]
[10,0]
[11,0]
[12,0]
[13,0]
[14,0]
[15,0]
[16,0]
[17,0]
[18,0]
[19,0]
[20,0]
[21,0]
[22,0]
[23,0]
[24,0]
[25,0]
[26,0]
[27,0]
[28,0]
[29,0]
[30,0]
[31,0]
[32,0]
[33,0]
[34,0]
[35,0]
[36,0]
[37,0]
[38,0]
[39,0]
[40,0]
[41,0]
[42,0]
[43,0]
[44,0]
[45,0]
[46,0]
[47,0]
[48,0]
[49,0]
[50,0]
[51,0]
[52,0]
[53,0]
[54,0]
[55,0]
[56,0]
[57,0]
[58,0]
[59,0]
[60,0]
[61,0]
[62,0]
[63,0]
[64,0]
[65,0]
[66,{"$f":"IF(A96>=$B$5,BarrierCall(A96,$B$4,$B$5,$B$6,$B$10,$B$11),0)","v":0}]
[67,0]
[68,0]
[69,0]
[70,0]
[71,0]
[72,0]
[73,0]
[74,0]
[75,0]
[76,0]
[77,0]
[78,0]
[79,0]
[80,0]
[81,1.000000000000006]
[82,1.9999999999999962]
[83,2.9999999999999987]
[84,4.0000000000000089]
[85,5.0000000000000036]
[86,5.9999999999999991]
[87,6.9999999999999964]
[88,7.9999999999999867]
[89,8.9999999999999947]
[90,10.000000000000005]
[91,11.000000000000009]
[92,11.999999999999998]
[93,12.999999999999995]
[94,13.999999999999993]
[95,14.999999999999998]
[96,15.999999999999995]
[97,16.999999999999993]
[98,18]
[99,18.999999999999996]
[100,20]
[101,21.000000000000011]
[102,22.000000000000004]
[103,23]
[104,23.999999999999996]
[105,25.000000000000007]
[106,26]
[107,27.000000000000004]
[108,27.999999999999993]
[109,29.000000000000004]
[110,30.000000000000007]
[111,31.000000000000007]
[112,31.999999999999996]
[113,32.999999999999993]
[114,34]
[115,35]
[116,36.000000000000007]
[117,36.999999999999993]
[118,38]
[119,39]
[120,39.999999999999993]
[121,41]
[122,42]
[123,43.000000000000007]
[124,44]
[125,45]
[126,46.000000000000007]
[127,47]
[128,47.999999999999993]
[129,48.999999999999993]
[130,{"$f":"IF(A160>=$B$5,BarrierCall(A160,$B$4,$B$5,$B$6,$B$10,$B$11),0)","v":50}]
[131,51.000000000000007]
[132,52]
[133,53.000000000000007]
[134,53.999999999999993]
[135,55]
[136,56]
[137,56.999999999999993]
[138,58.000000000000007]
[139,58.999999999999986]
[140,60]
[141,61.000000000000014]
[142,62.000000000000007]
[143,62.999999999999993]
[144,64.000000000000014]
[145,64.999999999999986]
[146,66]
[147,67]
[148,68]
[149,69]
[150,70]
[151,71]
[152,71.999999999999986]
[153,73.000000000000014]
[154,74]
[155,74.999999999999986]
[156,76]
[157,77]
[158,78]
[159,79]
[160,80]
[161,81.000000000000014]
[162,82]
[163,83]
[164,84.000000000000014]
[165,85]
[166,86]
[167,87.000000000000014]
[168,88.000000000000014]
[169,88.999999999999986]
[170,90]
[171,91.000000000000014]
[172,92.000000000000014]
[173,93]
[174,94]
[175,95.000000000000014]
[176,95.999999999999986]
[177,97]
[178,98]
[179,99.000000000000014]
[180,100]
[181,101]
[182,102]
[183,103]
[184,104]
[185,105]
[186,106.00000000000001]
[187,107]
[188,108.00000000000001]
[189,109.00000000000001]
[190,110]
[191,111.00000000000001]
[192,112]
[193,113]
[194,{"$f":"IF(A224>=$B$5,BarrierCall(A224,$B$4,$B$5,$B$6,$B$10,$B$11),0)","v":113.99999999999999}]
[195,114.99999999999999]
[196,116]
[197,117.00000000000001]
[198,118]
[199,119.00000000000001]
[200,120.00000000000001]

{"sheet":"Sheet2","index":1,"n_rows":0,"n_cols":0,"rows_kept":0,"cut":false,"hidden":false,"merged":[]}

{"sheet":"Sheet3","index":2,"n_rows":0,"n_cols":0,"rows_kept":0,"cut":false,"hidden":false,"merged":[]}