A collection of Excel applications is listed below, groupped by type. The
XLLoop addin must be activated and java server must be running for the
Excel application to be functional. If the addin is not active or java server
is not running, the Excel application may display the previous calculations results
when Excel file was open. However after Excel attempts to recalculate the UDF
functons, the previous results will be replaced by "failed to connect" or other
error messages.
You are strongly recommended to read the notes that describe at high-level the underlying theory and the application description before using the application.
You are strongly recommended to read the notes that describe at high-level the underlying theory and the application description before using the application.
- Finance
- Interest rate options (prepayment (call) and pay-on-demand (put)): srm-HW.xlsm;
- Interest rate term structure: term-structure.xlsm
- Valuation of collateralized mortgage obligations (CMO): cmo.xlsm
- Weather derivatives: weather-derivative-CDD.xlsm
- Capital Asset Pricing Model (CAPM, static): capm.xlsm
- Statistics
- Distribution analysis: distrib-single.xlsm;
- OLS regression model: ols.xlsm;
- VAR regression model: var.xlsm;
- R software demo model: R-demo.xlsm;
- PCA analysis: pca.xlsm;
- Mathematics
- Matrix calculator: matrix.xlsm;
- Optimization: optim.xlsm;
- Other
- SVG converter: svg.xlsm;