Excel models/worksheets

[grantx]

From the basic to the quanty:

2 factor Trinomial tree for default intensity [Excel VBA]

Ignore the title - this is only one of many. See foot of page for more pages/models.

Hope this helps, GJ.

Grant.

 

[MrGecko]

Excellent link Grant, thanks.

Having looked over some of the models, I highlight a link from the site you suggested

Excel VBA finance and math code, downloads and examples

for those that might like to produce their own.

 

[grantx]

Rachael,

My pleasure. Does "24" designate your age or perhaps your waist? I read "Sex in the City" is doing pretty well in the US? It's a load of bollox, isn't it?

Grant.