Sunday, November 24, 2013

Monte Carlo Simulation and Volatility Modeling


Monte Carlo:

http://investexcel.net/jump-diffusion/
http://vbadeveloper.net/blackscholesvbafxoptionpricermontecarlosimulation.pdf
http://www.riskamp.com/how-to/
http://www.freelancer.com/projects/PHP-C-Programming/Correlating-Inputs-Monte-Carlo.html
http://forum.chandoo.org/threads/xl-vba-monte-carlo-sim-code-for-company-valuation.13151/

Option Pricing Models and Volatility Using Excel-VBA: Finance Series, Book 361 (Wiley Finance) [Kindle Edition]
http://www.vosesoftware.com/


Companies selling addin in Monte Carlo:
www.riskamp.com
www.vosesoftware.com
www.palisade.com
http://www3.wabash.edu/econometrics/EconometricsBook/Basic%20Tools/ExcelAddIns/MCSim.htm
www.solver.com/Monte-Carlo
www.lumenaut.com
http://www.montecarlito.com/

Addin stocatic models: 5
distributions: normal / lognormal
Correlated residuals


Study DB papers again
Applying Systematic & Rule Based Risk Management for Portfolio Market Risk (Passive Investment)
Dynamics during Crisis Periods: stress testing for the profolio, and testing if premonition works
VAR is greater than VAr avetga with a multiplier then take edge
monte carlo in MATLAB engine building and stocastic engine
Equity Global and cost of hedge
how to project volatility?
costs of put

Project bond? use Merton model for the sam prices
use three regimes for MC setup (something like secots data)

yahoo MATLAB integration


Volatility modeling MATLAB stochastic models:
http://people.anu.edu.au/joshua.chan/code.html
http://www.mathworks.com/help/econ/heston.html
http://www.mathworks.com/products/econometrics/description8.html
http://www.math.umn.edu/~bemis/pide/pide_matlab.html


Thursday, November 7, 2013

Course on “CFA Level 1 exam / Excel VBA for Finance” Indore

QcFinance, Indore Presents:
  • CFA L1 Training for June 2014 Exam
  • Series of Workshop on strategy and doubt clearing
  • First workshop on 8th December at Khatiwala Tank Indore
  • Tentative: 100 hrs (35 hrs in Class 65 hrs Online) for June Exam
  • Online classes and doubt clearing using various tools
  • VBA Excel for Financial Modeling
  • Pre-Workshop sessions to help you get the most out of the event

Please register soon, only 10 seats available!
Two session per month (12 hours per month) at Indore.

Register for free online to check!!!
M- Khatiwala Tank, Indore
contact@qcfinance.in






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