Copulas in Excel. Theoretical foundations.
5 mins read Copulas – revisiting the definition. In our first lesson on Copulas in Excel we introduced the concept of marginal (individual)
5 mins read Copulas – revisiting the definition. In our first lesson on Copulas in Excel we introduced the concept of marginal (individual)
4 mins read Our alternate model for calculating Economic Capital comes in multiple variations. We do a detailed presentation for Method One, followed
5 mins read Option Greeks – Building the Solver model for hedging Greeks Our first attempt to hedge higher order Greeks is a
3 mins read For path dependent and forward starting options it is important to assess Vega, the sensitivity of the option’s value to
2 mins read The downloaded implied volatility dataset from your volatility data sources generally includes the following information: Figure 1 Raw Implied Volatility
2 mins read Volatility surfaces – everything you ever wanted to know but were afraid to ask. Volatility Surfaces, for an option pricing