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01.DiscountedCashFlowModel0926.xls
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04. Capital Market Line 1002.xls
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08. Bond Model 0926.xls
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11Diversification_V3.xls
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127. Risk Adjusted Return On Capital Model (revised) 1221.xls
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12CAPM V3.xls
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13.LittermanandScheinkmanmodel1006.xls
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17.Brennan-SchwartzModel1207.xls
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18. Black-Derman-Toy Model.xls
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21. Extended Ho-Lee Model (revised) 1220.xls
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22.n-FactorHo-LeeModel1127.xls
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23. Hull-White Model.xls
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23Black-Scholes Model V3.xls
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24. Black-Karasinski Model 1227.xls
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24Risk-neutral and Market Lattices V3.xls
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29.BlackModel-FuturesOption1120.xls
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31.BlackModel-Cap&Floor1120.xls
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31American Stock Option V3.xls
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32Compound Option V3.xls
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33.InterestRateFuturesPrice1202.xls
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33Digital Option V3.xls
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34.ConstantMaturitySwapModel1202.xls
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35.InterestRateSpreadOption1203.xls
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36.BondOption1201.xls
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37.DynamicHedging1202.xls
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38.OptiononFowardContract1204.xls
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39.OptiononFuturesContract1204.xls
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41.PortfolioDuration1206.xls
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41Effective Duration V3.xls
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43.BermudaOption1114.xls
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43Dollar Duration V3.xls
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44Swap Model V3.xls
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45.BarrierOption1114.xls
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46.AsianOption1114.xls
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48.Chooser CompoundChooserandStraddle1114.xls
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49.InstallmentOption1115.xls
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50.ModifiedDuration1206.xls
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51.KeyRateDuration1206.xls
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51Cox-Ingersoll-Ross Model V3.xls
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52.OptionAdjustedSpread1128.xls
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52Vasicek Model V3.xls
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53Ho-Lee Model V3.xls
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54. n-Factor Lattice Model 1207.xls
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55.Double-UpSinkingFundBondModel1129.xls
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55Swaption Model V3.xls
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56.CallableBondPricingby2-FactorHo-LeeModel1128.xls
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57.TransitionMatrix1020.xls
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58.Convexity1206.xls
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59. Altmans Z Score.xls
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60. Pyle model.xls
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61. Kim-Ramaswamy-Sundaresan Model 1029.xls
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61Callable Bond V3.xls
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62.AmericanOptionModel1112.xls
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62Sinking Fund Bond V3.xls
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63.Fisher Model.xls
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64.GeskeModel1018.xls
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65. Jarrow-Turnbull Model.xls
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66. Jarrow-Lando-Turnbull Model.xls
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68.Merton'sStructuralModel1117.xls
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71Credit Default Swap V3.xls
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72. Prepayment Model.xls
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72.IO&PO1127.xls
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72Ho-Singer Model V3.xls
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73. SPDA.xls
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76. OBrien MMDA Model 1107.xls
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77. Miller and Modigliani Theory.xls
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78.BusinessModel1117.xls
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78.MyersGrowthOptionModel1117.xls
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79.FreeCashFlowDiscountModel1204.xls
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81Convertible Bond V3.xls
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82Mortgage-Backed Securities V3.xls
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84.HighYieldBondModel-ABusinessModelApproach1122.xls
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86.VaR(Delta-NormalMethod)1119.xls
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87.VaR(HistoricalSimulation)1119.xls
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88.VaR(Monte-CarloSimulation)1119.xls
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90.ExtremeValueTheory1119.xls
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91.CreditVaR1119.xls
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92.BackTesting1119.xls
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93.Garman-KohlhagenModel1022.xls
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94.InterestRateParityModel1022.xls
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95. Risk Based Capital Model 1122.xls
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96.RiskBasedCapitalModel1122.xls
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97.ForwardMeasure.xls
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98.ChangeofNumeraire.xls
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99.Radon-NikodymDerivative.xls
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a100.TotalReturnSwapModel1122.xls
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a101.ForwardInductionvs.BackwardSubstitution1119.xls
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a111Actuarial Mathematics #1 - Single Premium Life Insurance.xls
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a112Actuarial Mathematics #2 - Single Premium Immediate Annuity.xls
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a113Actuarial Mathematics #3 - Annual Premium Life Insurance.xls
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a114pricing #1a.xls
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a126. Bond Model.xls
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a128.ReturnOnRiskAdjustedCapital(RORAC)Model1122.xls
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a131.TreasuriesData05.xls
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a132.SwapRateData05.xls
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applications.doc
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Brace-Gatarek-Musiela- Jamsidian Model.xls
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Employee Stock Option Model.xls
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