Download these exclusive Excel spreadsheets to explore various financial analysis and modeling concepts.
All spreadsheets are professionally prepared and presented.
These spreadsheets will save you time and hassle, and cover a wide range of financial modeling concepts.
This Excel spreadsheet employs the Black (1976) model to price European interest rate options. All of the calculations are exposed to ensure clarity.
This spreadsheet uses the Garman-Kohlhagen model to calculate the price of a European foreign currency option. Moreover, the spreadsheet also calculates if put-call parity is satisfied
This Excel spreadsheet gives the price of a caplet and floorlet using the Black 76 model
This Excel spreadsheet gives the price of an Asian Option based on geometric averages (Kemna & Vorst, 1990) and arithmetic averages (Levy, 1991)
This Excel spreadsheet prices an American Option with a Trinomial Tree. An American option is a financial instrument that lets the owner buy (call) or sell (put) a stock at or before an agreed maturity time.
This Excel spreadsheet implements Merton’s classic model for pricing European options under the influence of jump diffusion.
Price an American option (Call or Put) with no dividends. This spreadsheet also generates the pricing lattice automatically for you to view.
This Excel spreadsheet finds the investment weights that maximize the Omega Ratio of a portfolio
This spreadsheet calculates the implied volatility of a European Option priced with Black-Scholes.
This Excel spreadsheet will calculate the optimum investment weights in a portfolio of three stocks by maximizing the Sharpe Ratio of the portfolio.
This spreadsheet provides a worksheet function and VBA code that calculates the Sharpe Ratio
The Omega Ratio is a financial benchmark created by Shadwick and Keating in 2002. The Omega Ratio captures all the information in the entire returns distribution, correctly modeling the effect of low-probability, high-impact events (i.e. fat tails).
A spreadsheet that models skew and kurtosis in the returns distribution to calculate the Value at Risk
Modifies the standard Sharpe Ratio to model skew and kurtosis in the returns distribution
An easy-to-use spreadsheet that implements Markowitz’s classic mean-variance optimization approach to find the best distribution of stocks in a portfolio.
Kappa is a generalized downside-risk adjusted performance measure.
This Excel spreadsheet downloads historical Forex data from the Internet, specifically the daily bid rates. Just enter two three-letter currency symbols, two dates, and click a button.
The spreadsheet will then connect to a remote website, and download daily bid rates (using some clever VBA). The Forex data is imported into a sheet called “Data”.
Now you can analyze and plot the forex data using all of Excel’s functionality. As an example, the spreadsheet plots the exchange rate data. If you wanted, you could easily add Bollinger Bands to the plot.
This spreadsheet implements the standard Value at Risk calculation, based on a normal distribution
Currently, the spreadsheet imports the date (in day/month/year format), opening price, daily high, daily low, closing price, trading volume and the adjusted close. All prices are in US dollars.