Here are presented diverses Excel files, which are freeware for all those people that request it via . They are refer to the following topics:

VaR Calculation for a simple Portfolio - Monte Carlo, Historical and Parametric Approaches -

Credit Risk Calculation of means of CreditMetrics.

Interpolation Lineal, Exponential y Boostrapping

Cholesky Decomposition

Black -Derman -Toy Approach

Delta Gamma Theta Approximation

Mean Reversion

Investment Style of William Sharpe

Multivariate non Normal Simulation

Pricing Simples Options

GARCH

Correlated Stocks Prices

Stress Correlations Methodology

Cubic Spline Interpolation

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Última revisión: 05 de Mayo de 2002