# Value at Risk with Monte Carlo Simulation

This Excel spreadsheet calculates Value at Risk through the Monte Carlo simulation of geometrical brownian motion in VBA.

This Excel spreadsheet calculates Value at Risk through the Monte Carlo simulation of geometrical brownian motion in VBA.

Today I’d like to clarify the concept of Value At Risk. I’ll demonstrate how you can calculate VAR in Excel,…

This Excel spreadsheet helps you calculate the Omega Ratio, a financial benchmark created by Shadwick and Keating in 2002.

This Excel spreadsheet imports historical stock prices from Yahoo Finance (http://finance.yahoo.com).

This Excel spreadsheet calculates the Sortino Ratio for an investment, a measure of risk-adjusted return. Investments that emphasize their Sortino…

This Excel spreadsheet will calculate the optimum investment weights in a portfolio of three stocks by maximizing the Sharpe Ratio…

This Excel spreadsheet implements Markowitz’s mean-variance theory. It optimizes asset allocation by finding the stock distribution that minimizes the standard…

This article describes how you can implement the Sharpe Ratio in Excel. As an alternative method, I’ll also give some…

This Excel spreadsheet implements the Black-Scholes pricing model to value European Options (both Calls and Puts). The spreadsheet allows for…

So I’m a recent immigrant in Canada, having landed here from the UK. Specifically I moved to Waterloo, Ontario, to…