The following excel sheets have been provided by Institute and Faculty of Actuaries undet their new curriculum for CM2B. However, if you are interested in valuation of Financial Instruments, this can help you alot for the knowldge which you are looking for mathematically and Excel-wise.
Everyone should try these!
All the models are stochastic and you can try the variations as much as you want. Afterall, all these are in Excel, the format Actuaries love the most.
Workbook & Solution 1
The exercise contains calculation of Call Option, Put Option, Sensitivity of Strike Price on Ct and Pt Payoffs.
It is a stochastic Model with Utility and Expected utility calculation.
Workbook & Solution 2
This contains Binomial Tree, Risk Neutral Probabilities, Call Put Parity and more. The end result is the value of Options, which is also a Financial Instrument.
Workbook & Solution 3
This explains the calculation of Dividends with stock postions as Long and short and calculation of Forward Price (that is easy!)
Luck! Let us know if you were able to solve them by yourself.