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Because it is often better practicing than reading theory, this section is dedicated to different models - mainly  Risk oriented - enabling you to observe how models perform with real market input data.

PE Valuation: Discounted Cash-Flows Method

Credit Rating Transition Matrix

European and American Options Pricer and Greeks

Pricing of Credit Default Swaps

The Wilder's Parabolic Stop-and-Reverse Indicator 

VaR Models (Parametric, Monte Carlo)

Bivariate Probability Density Function - Joint Default Probability

Dynamically Adjusting Risk Limits to a Reference Index

J-Curve: IRR Stress Testing

Pricing CDOs via a Monte Carlo Simulation

Variance-Covariance / Correlation Matrix in VBA

The Nelson, Siegel and Svensson Model

Impact of (a) Credit Event(s) on Index Tranches 

Markowitz Portfolio Theory

Altman Z-Score Business Bankruptcy Calculator