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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.

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

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