This spreadsheet shows the relationship between price and yield where price is calculated using actual formula, and using the duration-convexity estimate.
This excel calculator helps you to calculate the duration and modified duration of a bond.
This spreadsheet demonstrates how to calculate the price and yield of a bond using the zero curve.
Download the options pricing and geeks spreadsheet.
This spreadsheet illustrates how to calculate the price of a call option using Monte Carlo Simulation.
Sensitivity Analysis (Duration and Convexity)
This spreadsheet provides a step-by-step example of how to calculate the VaR of an asset using Monte Carlo Simulation.
This spreadsheet helps you calculate the VaR of a two-asset and a three-asset portfolio using the Parametric VaR method.