Excel

Excel files

 - Example of cross-hedge (how to hedge with a Future when the asset you want to hedge is different from the underlying asset of the contract).

- Example of no-arbitrage in assets without income, assets with income and currency forward.

 - Example of how the margining process works.

 - IR Example. How to calculate forward interest rates.

- Options calculator. ONLY FOR EDUCATIONAL PURPOSES.
  • b=r Share without dividend
  • b=r-q Share with dividend yield=q
  • b=0 Option on a Futures contract
  • b=r-rf Option on currencies

    • - Some of the examples seen in class (binomial trees, optimality of exercise, delta, delta neutrality...).

     - Example on CDS.

     ____________________________________________________________________

     Archivos en castellano (Excel files in Spanish)

     - Ejemplo de Cross-Hedging.

     - Ejemplo de no-arbitraje en forward de divisa.

     - Archivo para valoración de opciones.
    • b=r Acción sin dividendo
    • b=r-q Acción con dividend yield=q
    • b=0 Opción sonre un futuro
    • b=r-rf Opción sobre divisa
    - Estimación de volatilidad.

     - Estrategias con opciones.
    Subscribe to: Posts (Atom)