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/QuantResearch/Monte Carlo Pricing & Risk/

0 directories 75 files 7.5 MiB total
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Name
Size Modified
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Air Bag Option - MC simulation.xls
70 KiB
Amortizing Option Pricing.xls
83 KiB
Basket Asian Rainbow Call Structure - 1.0.xls
88 KiB
Basket Option Pricing - Closed Form & MC Simulation.xls
230 KiB
Basket Option Pricing - Closed Form (Pseudo Vanilla).xls
76 KiB
Best of Two Assets - Monte Carlo Simulation Pricing.xls
132 KiB
Best of Two Assets - Monte Carlo Simulation.xls
132 KiB
Black Scholes Model - VBA Implementation.xls
41 KiB
Black-Scholes (Fundamentals) - 1.1.xls
78 KiB
Black-Scholes Option Pricing - 1.xls
40 KiB
Black-Scholes Option Pricing - Class Tutorial.xls
50 KiB
Black-Scholes with Fitted Volatilities - 1.0.xls
70 KiB
BSM values and Greek letters in closed form.xls
88 KiB
Cap Pricing using CIR in Monte Carlo.xls
80 KiB
Caps & Floors (Using CIR).xls
83 KiB
Cholesky & Correlated Random Numbers.xls
126 KiB
Cholesky Decomposition.xls
26 KiB
Cholesky VBA Code.xls
32 KiB
Class Tutorial 1 (Brownian Motion on a Spreadsheet).xls
56 KiB
Class Tutorial 2 (Brownian Motion on a Spreadsheet).xls
120 KiB
Class Tutorial 3 (Vanilla Option Pricing using Monte Carlo).xls
89 KiB
Class Tutorial 4 (Exotic Option Pricing using Monte Carlo).xls
167 KiB
Class Tutorial 5 (CRR Tree, etc.).xls
182 KiB
Class Tutorial 6 (Convertible Bond using CRR).xls
44 KiB
Class Tutorial 7 (Multi-asset Options and Products).xls
143 KiB
Copy of PolynomialRegression Sep02A.xls
15 KiB
CRR Binomial Tree - Nicholas Burgess.xls
44 KiB
Digital (Binary) Option Pricing - Monte Carlo Simulation.xls
75 KiB
Eigensystem & Cholesky - 1.xls
139 KiB
Eigensystem & Cholesky - Nicholas Burgess.xls
139 KiB
Eigensystem - 1.0.xls
55 KiB
Excel Formulas & Applications - E1.xls
22 KiB
Excel Formulas & Applications - E2.xls
36 KiB
Excel Formulas & Applications - E3.xls
76 KiB
Excel Formulas & Applications - E4.xls
95 KiB
Excel Formulas & Applications - E5.xls
40 KiB
Excel Formulas & Applications - E6 (Regression Analysis).xls
102 KiB
Exotic Option - Monte Carlo in VBA.xls
149 KiB
Exotic Option Pricing Sheet - 1.0.xls
113 KiB
Fundamentals of Tree Building Models & Vasicek's Model in Tree Form.xls
200 KiB
FXRangeAccumulator.xls
48 KiB
FXRangeAccumulator2.xls
44 KiB
FXRangeAccumulator3.xls
324 KiB
Heath, Jarrow and Morton (Two Factor Model).XLS
183 KiB
Linear Regression.xls
94 KiB
Lookback Options - MC Sim.xls
151 KiB
Math Matrix Functions - 1.xls
27 KiB
Math & Matrix Functions - 1.xls
30 KiB
Mean Reverting Models of Short Rate.xls
134 KiB
Monte Carlo Simulation Methods (Box-Muller, Antithetic, IQ, etc).xls
224 KiB
MultiAsset Pricing Using EigenVectors - Nicholas Burgess.xls
320 KiB
Numerical Integration to value Derivatives (Call Valuation).xls
60 KiB
Numerical Integration to value Derivatives (Digital Call Valuation).xls
56 KiB
Numerical Integration to value Derivatives (Put Valuation).xls
55 KiB
Option Pricing with Adjusted Vol - Hoggard, Whalley & Wilmott.xls
154 KiB
Option Pricing with Adjusted Vol - Leland's Model.xls
140 KiB
Pay Later Options - Closed Form Pricing.xls
31 KiB
Pay Later Options.xls
31 KiB
Random Walk on a Spreadsheet & Vanilla Option Pricing.xls
80 KiB
SCUD Option pricing - Two Asset Monte Carlo.xls
43 KiB
Simplified Libor Market Model - Nicholas Burgess.xls
42 KiB
Two Asset Monte Carlo Simulation - Using Cholesky Decomposition.xls
147 KiB
Two Colour Rainbow (Equity Dual Strike) - 2.0.xls
156 KiB
Vanila and Binary MC.xls
180 KiB
Vanilla Call MC.xls
98 KiB
Vanilla Call Option Pricing - Monte Carlo Simulation.xls
76 KiB
Vanilla Option Pricing using Monte Carlo (Box-Muller & VBA code).xls
118 KiB
Vanilla Option Pricing.xls
75 KiB
Vanilla, Binary, KO and KI MC.xls
184 KiB
Vanilla, Binary, KO, KI, Lookback and Asia MC.xls
172 KiB
Vanilla, Digital & KO Call Option - Monte Carlo Simulation.xls
145 KiB
Variance Gamma Process - Monte Carlo Sim.xls
48 KiB
Vasicek's & CIR Model and Options on Bonds.xls
144 KiB
Volatility Linked FX Note.xls
119 KiB
Worst of Two Assets - Monte Carlo Simulation.xls
113 KiB