Data set and files used in this book: (All files are zipped to .RAR format.)
- Chapter 1 An Introduction to Excel VBA (16KB)
- Chapter 2 Background (38KB)
- Chapter 3 Structured Products (509KB)
- Chapter 4 Volatility Modeling (4803KB)
- Chapter 5 Fixed-Income Derivatives 1-Short Rate Models (2100KB)
- Chapter 6 Fixed-Income Derivatives 2-The LIBOR Market Model (454KB)
- Chapter 7 Credit Derivatives (479KB)
- Chapter 8 Value-at-Risk and Related Risk Measures (1553KB)
- Chapter 9 The Greeks (468KB)
- Library (81KB)
- All 10 RAR files above (10497KB)
Last Update: April 18, 2013