TC4S:\More Trading Courses\Carol Alexander - Market Models. A Guide to Financial Data Analysis\CD supplement to Market Models\Excel Workbooks

Up one directory...
NameSizeDate Modified
About the Excel Programs.doc51 KB10/17/2007 6:19 PM
AboutAuthors.PDF20 KB10/17/2007 6:18 PM
ADF.xls2,149 KB10/17/2007 6:35 PM
adjusted mtm.xls29 KB10/17/2007 6:18 PM
covariance var.xls466 KB10/17/2007 6:24 PM
eigenvalues and eigenvectors.xls87 KB10/17/2007 6:20 PM
Engle-Granger.xls789 KB10/17/2007 6:28 PM
historical var.xls1,239 KB10/17/2007 6:31 PM
implied volatility.xls326 KB10/17/2007 6:23 PM
monte carlo var.xls6,065 KB10/17/2007 6:57 PM
moving average.xls1,563 KB10/17/2007 6:33 PM
normal mixture estimation.xls470 KB10/17/2007 6:24 PM
normal mixture option pricing.xls133 KB10/17/2007 6:20 PM
normal mixture VaR.xls148 KB10/17/2007 6:21 PM
pca.xls874 KB10/17/2007 6:30 PM
risk decomposition.xls1,467 KB10/17/2007 6:32 PM
seed.xls46 KB10/17/2007 6:18 PM