how to calculate conditional expectation [Excel]

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Category: Excel	View Full Details
how to calculate conditional expectation
Submitter: zepp	Date: 2010/11/22

Description: how to calculate conditional expectation in excel Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
652 0 bytes Excel http://www.quantcode.com/
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Category: Excel	View Full Details
Understand Greeks Evolution
Submitter: sbourhis	Date: 2010/11/22

Description: Change parameters, and see how greeks evolve with a sample of vanilla options strategies Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
655 0 bytes Excel http://www.quantcode.com/
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Category: Excel	View Full Details
Python For Excel
Submitter: kaslanidi	Date: 2010/10/19

Description: Python-based alternative to VBA for Excel. Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
666 0 bytes Windows http://www.opentradingsystem.com/PythonForExcel
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Category: Excel	View Full Details
Blundell/Ward filter
Submitter: curtis	Date: 2008/7/11

Description: Blundell/Ward filter 'decorrelates' a return time series Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
668 46.88 KB MS EXCEL/VBA www.web-reg.de
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Category: Excel	View Full Details
Vasicek Bond Option pricing using Exact discretization
Submitter: vanna	Date: 2007/12/20

Description: DO NOT DOWNLOAD, I HAVE FOUND A BUG. PLEASE WAIT UNTIL I REPOST THE FIX! SORRY FOR THE INCONVENIENCE A further step from previous exercise onVasicek Bond Option pricing using Euler discretization . We experiment to check the difference made in Vasicek simulation by removing discretization error due to Euler scheme. For the Vasicek model: We make use of analytical formula for expected value of mean and variance : Hence, our discretization now becomes: Conclusion: A lot better than Euler discretization Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
686 0 bytes VBA Excel Monte Carlo http://www.quantcode.com/
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