This file contains Numerical methods in Excel-VBA for Quantitative Finance:
- VBA Basics
- Newton-Raphson for likelihood maximization
- Markowitz and Portfolio Optimization
- Option Pricing within Black-Scholes and Heston
- Monte Carlo simulation
- Delta-Gamma Hedging
-
Notifications
You must be signed in to change notification settings - Fork 1
License
HermannJoel/VBA
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
No description, website, or topics provided.
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published