excel 金融計算應用

Spreadsheet Applications available for free download
Three-Month Forward Rate Calculator Please note the accompanying text for this Calculator can be found in the Fixed Income Markets section of Market Research.	Stuart Turner - Oct 2004 free download (4KB)
Case study on boostrapping zero-coupon and forward rates using RATE software	Mario Melchiori, Universidad Nacional del Litoral, Santa Fe, Argentina - June 2004 free download (16KB)  more details
Finding Put Warrants on the Bloomberg How the Bloomberg page SRCH can be used to find Warrants. We show the result of a search for UK Put Warrants, then how the details of any particular Warrant can be found using page DES, and how it can be valued as a put option using the screen OV.	Abukar M Ali - Mar 2004 free download (65KB)
UK Gilt zero-coupon yield curve	Didier Joannas - Oct 2003 free download (54KB)  more details
Relative value bond spread trade: repo funding calculator	Didier Joannas - Oct 2003 free download (25KB)  more details
Equity Swap hedge This spreadsheet shows how an equity swap position can be hedged using caps and floors. We show the cashflows for each leg of the swap, under certain assumptions, as well as the cash flows that result from the hedge using either caps or floors.	Abukar M Ali - Oct 2003 free download (10KB)
Risk Neutral Default Probability	Abukar M Ali - Jun 2003 free download (26KB)  more details
Risk Neutral Accompaniment	Abukar M Ali - Jun 2003 free download (4KB)  more details
Monte Carlo simulation	Abukar M Ali - Apr 2003 free download (65KB) more details
Capital Guaranteed Equity Index Option Pricing Model: Black-Scholes Index Option Model and Monte Carlo simulation	Abukar M Ali - Apr 2003 free download (53KB)  more details
Black-Scholes VBA (demo model) A worksheet for users to conduct an exercise by using the VBA codes shown to create the formulae applied in the BS spreadsheet.	Abukar M Ali - Apr 2003 free download (11KB)
Convertible Bond Pricing calculator	Abukar M Ali - Apr 2003 free download (16KB) more details
Convertible Bond: Option Adjusted Spread model	Abukar M Ali - Apr 2003 free download (10KB)  more details
Euro-Future Strip Hedge	Abukar M Ali - Apr 2003 free download (43KB)

http://www.yieldcurve.com/Mktsoftware/listexcel.htm