Excel calculation operations. Beta of stocks is shown in both 1-factor and multi-factor return models
1.PNG)
The BDT model is calibrated to the spot zero-curve with constant spot volatiliy stucture.
The BDT model is calibrated to the spot zero-curve and a callable MBS is priced on the tree.
Convexity is demonstrated and analyzed on non-callable cashflows.
1.PNG)
The BDT model is calibrated to the spot zero-curve with constant spot volatiliy stucture.
Simple general pricing methods of bonds are demonstrated with the yield curve and the zero-coupon curve.
Excel- The BDT model is calibrated to the spot zero-curve and a callable MBS is priced on the tree.
Macaulay duration is demonstrated and analyzed on non-callable cashflows
A cashflow with a callable option is analyzed compared to a non-callable cashflow. Focus is on Z-spread, OAS and the call opt
1.PNG)
The Vasicek model is theoretically demonstrated with focus on the one-factor Markov process underlying the Vasicek bond prici
Spotafile is a global vehicle and market place for trading files that are normally not readily accessible on the internet. As a Supplier (Author) on Spotafile you can easily commercialize all your previous work in academia or in business. You can do this by offering your files (eg. an advanced engeneering or financial model) at a USD price you set.
You can also do this by offering more general consultancy within your defined skills area (categories). As a Demander (User) you can search in the topic library of already available material in various file format you are looking. So if you are looking for an already build sophisticated psysics or economics model in Excel, you can search for that. Alternatively, as a Demander you can submit specific requests from our expert Supplier database.
Secure Payments gives you strength.
If you've got the time, We've got the Technical Support.
Lets build the future together with Authentic Suppliers.
User Friendly, The Perfect Experience.
Here are some logos and their symbols collection from my recent work I did.
Make your website or mobile application look authentic, simple and clean with these professional icons.
This is a creative simple yet elegant mockup for the Business card.
This mobile application will help you buy and sell food to the person in need, with best prices.
Here is 10 logo design mistakes you should completely avoid while designing a logo.
It is possible to learn design online as there is plenty of information available to get a start on your design journey.
To stand out in crowd, a company needs to be unique & recognizable by customers. A strong brand is what makes them standout.
 and Matrix Form.PNG)
Applying matrix notation a multi regression model is estimated from historical data and VaR calculated.
The standard deviation is calculated historically. It is shown that with IID assumptions we can scale according to desired fr
