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| Name | Last modified | Size | Description |
|---|---|---|---|---|
| Parent Directory | - | ||
| ADF.xls | 2016-03-27 17:18 | 2.1M | |
| AboutAuthors.PDF | 2016-03-27 17:18 | 19K | |
| About the Excel Programs.doc | 2016-03-27 17:18 | 51K | |
| Engle-Granger.xls | 2016-03-27 17:18 | 789K | |
| adjusted mtm.xls | 2016-03-27 17:18 | 29K | |
| covariance var.xls | 2016-03-27 17:18 | 472K | |
| eigenvalues and eigenvectors.xls | 2016-03-27 17:18 | 87K | |
| historical var.xls | 2016-03-27 17:18 | 1.2M | |
| implied volatility.xls | 2016-03-27 17:18 | 326K | |
| monte carlo var.xls | 2016-03-27 17:18 | 5.9M | |
| moving average.xls | 2016-03-27 17:18 | 1.5M | |
| normal mixture VaR.xls | 2016-03-27 17:18 | 148K | |
| normal mixture estimation.xls | 2016-03-27 17:18 | 470K | |
| normal mixture option pricing.xls | 2016-03-27 17:18 | 133K | |
| pca.xls | 2016-03-27 17:18 | 879K | |
| risk decomposition.xls | 2016-03-27 17:18 | 1.5M | |
| seed.xls | 2016-03-27 17:18 | 46K | |