Keith Cuthbertson and Dirk Nitzsche

Financial Engineering : Derivatives and Risk Management
Excel Files

The Excel files listed here reproduce the tables in the tetxbook.
There are two versions of Excel files, called Excel chaperXX.xls, which allows the user to change the input parameters and
ChpXX - fixed.xls, which only reproduces the tables in the textbook (value of the cells is fixed). XX refers to the chapter in the textbook.

Financial Engineering:

 

 

 

 


Spreadsheets Allowing for Changing the Input Parameters Spreadsheets with Fixed Values
Excel chapter 08.xls Chp08-fixed.xls

Excel chapter 09.xls

Chp09-fixed.xls

Excel chapter 13.xls

Chp13-fixed.xls

Excel chapter 15.xls

Chp15-fixed.xls

Excel chapter 16.xls

Chp16-fixed.xls

Excel chapter 17.xls

Chp17-fixed.xls

Excel chapter 18.xls

Chp18-fixed.xls

Excel chapter 19.xls

 

Excel chapter 23.xls

Chp23-fixed.xls

Excel chapter 24.xls

Chp24-fixed.xls

Additional Excel Spreadsheets :

VaR : Historical Sim and VC Approach


© Keith Cuthbertson and Dirk Nitzsche, Cass Business School 2005
Problems? Contact Dr Nitzsche
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