Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.

Derivatives can be valued applying a mixture of statistical models. A former version of the Perl module  was utilized to produce market analysis software package. The code comprises of a Perl module incorporating routines to do option pricing and related computations.

Software documentation
For a fantabulous reference on derivative pricing, confer with Espen Gaarder Haug (1998) Option Pricing Formulas, McGraw-Hill. The routines were all deduced from the pseudocode there.

http://www.kmri.com/software/popp.html

Real Option good example in Corporate Finance    

      This example approximates the economic value of the option to extend in an investing project. it can also be used to appraise the value of strategic options.
      This example calculates the value of the option to postpone an investment project.
      This example estimates the value of fiscal tractability, i.e, the sustenance of extra debt capability or back-up funding.
      This example estimates the value of the option to give up a project or investment.

Real Option Models in Valuation  

      A example that applies option pricing to measure the equity in a company; most well suitable for largely levered firms in trouble.
      A model that applies option pricing to evaluate a natural resource firm; useful for measuring oil or mining companies.
      A model that applies option pricing to appraise a product patent or option; useful for valuing the patents that a company may declare.

tran(This program can calculate values and greeks for plain vanilla options as well as single and double barrier options with or without rebate. Calculations are performed within the standard Black-Scholes model. For plain vanilla and single barrier options, the calculation is purely analytical. Double barrier options are approximated using a Fourier series approximation, unless volatility is low. For low volatility an alternative series expansion is used.)

Chooser option gives the holder the right to choose it is a call or put option at a prescriped strike price and date. here is a sample spreedsheet pricing chooser option with Monte Carlo simulation.

http://fisher.utstat.toronto.edu/sjaimung/courses/2008-2009/sta2502/main.htm

lots of equity and monetary option model available in VBA, for instance, Black Scholes 1973, you can download them or calculate the formula online.

http://www.montegodata.co.uk/Consult/Derivative/Derivatives.html