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Jul 25
Online Closed form and Monte Carlo simulation for option under Heston Stochastic Volatility.


Jul 25
A textbook for a second course in derivatives at the undergraduate or MBA level or for a first course in a financial engineering program. The option pricing functions in the book (including worksheet examples and the VBA source code) are available in this Excel workbook.

Jul 25
To help you in finding the spreadsheet that you might want, I have categorized the spreadsheets into the following groups:
1. Corporate finance spreadsheets: These spreadsheets are most useful if you are interested in conventional corporate financial analysis. It includes spreadsheets to analyze a project's cashflows and viability, a company's risk profile, its optimal capital structure and debt type, andwhether it is paying out what it can afford to in dividends.
2. Valuation Inputs Spreadsheets: In this section, you will find spreadsheets that allow you to
a. Estimate the right discount rate to use for your firm, starting with the risk premium in your cost of equity and concluding with the cost of capital for your firm.
b. Convert R&D and operating leases into capitalized assets
c. estimate the right capital expenditures and diagnose the terminal value assumptions to see if they are reasonable.
3. Valuation Model Reconciliation: In this section, you will find spreadsheets that reconcile different DCF approaches - FCFE versus Dividend Discount Model, FCFE versus FCFF model, EVA versus Cost of capital and Net Debt versus Gross Debt Approaches.
4 . Big-picture valuation spreadsheets: If you are looking for one spreadsheet to help you in valuing a company, I would recommend one of these 'ginzu' spreadsheets. While they require a large number of inputs, they are flexible enough to allow you to value just about any company. You do have to decide whether you want to use a dividend, FCFE or FCFF model spreadsheet. If you have no idea which one will work for you, I would suggest that you try the "right model" spreadsheet first.
5 . Focused valuation spreadsheets: If you have a clear choice in terms of models - stable growth dividend discount, 2-stage FCFE etc. - you can download a spreadsheet for the specific model in this section.

Jul 24
SAS for Financial Engineers:
1 – Introduction
2 – Data Management
3 – Financial Modeling(Important PROCs and Advanced PROCs: IML, SQL)
4 – Advanced Techniques (SAS Macro and other programming techniques)


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Jul 24
MatLab for Financial Engineers:
2–Statistical Analysis
3–Application to Finance I (Monte Carlo Simulations – Statistics Toolbox)
4–Application to Finance II(Portfolio Choice, Risk Management – Optimum Toolbox)
5--Application to Finance III (Binomial and Trinomial Tree Valuation)

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