TC4S:\C\Carol Alexander - Market Models - A Guide to Financial Data Analysis\CD supplement to Market Models\Excel Workbooks

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NameSizeDate Modified
About the Excel Programs.doc51 KB10/18/2007 5:19 AM
AboutAuthors.PDF20 KB10/18/2007 5:18 AM
ADF.xls2,149 KB10/18/2007 5:35 AM
adjusted mtm.xls29 KB10/18/2007 5:18 AM
covariance var.xls466 KB10/18/2007 5:24 AM
eigenvalues and eigenvectors.xls87 KB10/18/2007 5:20 AM
Engle-Granger.xls789 KB10/18/2007 5:28 AM
historical var.xls1,239 KB10/18/2007 5:31 AM
implied volatility.xls326 KB10/18/2007 5:23 AM
monte carlo var.xls6,065 KB10/18/2007 5:57 AM
moving average.xls1,563 KB10/18/2007 5:33 AM
normal mixture estimation.xls470 KB10/18/2007 5:24 AM
normal mixture option pricing.xls133 KB10/18/2007 5:20 AM
normal mixture VaR.xls148 KB10/18/2007 5:21 AM
pca.xls874 KB10/18/2007 5:30 AM
risk decomposition.xls1,467 KB10/18/2007 5:32 AM
seed.xls46 KB10/18/2007 5:18 AM