Value-at-Risk (VaR)| Risk Management in Excel
Value-at-Risk (VaR) is an important heavy-tail metric for financial portfolio. Let’s learn about historical/parametric approach of VaR calculations, and 4 different ways to present VaR.
Binomial Option Pricing (Excel formula)
Option pricing is a heated topic in quantitative finance, and let’s explore how we can use the binomial option pricing model in Excel to compute option price!
How to Compute IRR in Excel (Basic to Advanced)
Excel comes with great tools to compute the IRR on an investment. We are going to show you 3 methods in computing IRR and their limitations.
Black-Scholes Option Pricing (Excel formula)
Black-Scholes option pricing is one of the landmarks for quantitative finance. Let’s learn about the intuition and apply it to price options in Excel!
Binomial Option Pricing (Excel VBA)
Using the Excel VBA code presented, we can easily create a multi-period binomial tree to price European options with great flexibility and tweaking parameters.
- Array Formula (3)
- Data validation (3)
- Excel Formula & Functions (34)
- Excel Skills (37)
- Excel Tips and Tricks (38)
- Finance (5)
- Formatting (8)
- Option Pricing (3)
- Pivot table (3)
- Sharing (8)
- Shortcuts (13)
- Solver (1)
- Technical (6)
- VBA (18)