金融工程常用Excel模型给有缘人







文件目录如下：

01.DiscountedCashFlowModel0926.xls

04. Capital Market Line 1002.xls

08. Bond Model 0926.xls

11Diversification_V3.xls

12CAPM V3.xls

13.LittermanandScheinkmanmodel1006.xls 17.Brennan-SchwartzModel1207.xls

18. Black-Derman-Toy Model.xls

21. Extended Ho-Lee Model (revised) 1220.xls

22.n-FactorHo-LeeModel1127.xls

23. Hull-White Model.xls

23Black-Scholes Model V3.xls

24. Black-Karasinski Model 1227.xls

24Risk-neutral and Market Lattices V3.xls

29.BlackModel-FuturesOption1120.xls 31.BlackModel-Cap&Floor1120.xls

31American Stock Option V3.xls

32Compound Option V3.xls

33.InterestRateFuturesPrice1202.xls

33Digital Option V3.xls

34.ConstantMaturitySwapModel1202.xls

35.InterestRateSpreadOption1203.xls

36.BondOption1201.xls

37.DynamicHedging1202.xls

38.OptiononFowardContract1204.xls

39.OptiononFuturesContract1204.xls 41.PortfolioDuration1206.xls

41Effective Duration V3.xls

43.BermudaOption1114.xls

43Dollar Duration V3.xls

44Swap Model V3.xls

45.BarrierOption1114.xls 46.AsianOption1114.xls

48.Chooser CompoundChooserandStraddle1114.xls

49.InstallmentOption1115.xls

50.ModifiedDuration1206.xls

51.KeyRateDuration1206.xls

51Cox-Ingersoll-Ross Model V3.xls

52.OptionAdjustedSpread1128.xls

52Vasicek Model V3.xls

53Ho-Lee Model V3.xls

54. n-Factor Lattice Model 1207.xls

55.Double-UpSinkingFundBondModel1129.xls

55Swaption Model V3.xls

56.CallableBondPricingby2-FactorHo-LeeModel1128.xls 57.TransitionMatrix1020.xls 58.Convexity1206.xls

59. Altmans Z Score.xls

60. Pyle model.xls

61. Kim-Ramaswamy-Sundaresan Model 1029.xls

61Callable Bond V3.xls

62.AmericanOptionModel1112.xls

62Sinking Fund Bond V3.xls

63.Fisher Model.xls

64.GeskeModel1018.xls

65. Jarrow-Turnbull Model.xls

66. Jarrow-Lando-Turnbull Model.xls

68.Merton'sStructuralModel1117.xls

71Credit Default Swap V3.xls

72. Prepayment Model.xls

72.IO&PO1127.xls

72Ho-Singer Model V3.xls

73. SPDA.xls