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VBA Excels and Solutions to Exercises: (All files are zipped to .RAR format.)

• Chapter 2 Basic Properties of Futures and Options  (48KB) (Last update: May 19, 2015)
• Chapter 3 Introduction to Simulation (208KB) (Last update: May 19, 2015)
• Chapter 4 Brownian Motions and Itô’s Rule (10513KB) (Last update: May 19, 2015)
• Chapter 5 Black–Scholes Model and Option Pricing (55KB) (Last update: May 19, 2015)
• Chapter 6 Generating Random Variables (221KB) (Last update: May 19, 2015)
• Chapter 6 Generating Random Variables (159KB) (Last update: Oct 30, 2017)
• Chapter 7 Standard Simulations in Risk Management (1324KB) (Last update: May 19, 2015)
• Chapter 7 Standard Simulations in Risk Management (1324KB) (Last update: Oct 30, 2017)
• Chapter 8 Variance Reduction Techniques (257KB) (Last update: June 2, 2015)
• Chapter 9 Path Dependent Options (393KB) (Last update: June 2, 2015)
• Chapter 10 Multiasset Options (248KB) (Last update: June 2, 2015)
• Chapter 11 Interest Rate Models (128KB) (Last update: May 19, 2015)
• Chapter 12 Markov Chain Monte Carlo Methods (160KB) (Last update: May 19, 2015)
• Chapter 12 Markov Chain Monte Carlo Methods (159KB) (Last update: Oct 30, 2017)
• All 11 RAR files above (13550KB) (Last update: June 2, 2015)
• All 11 RAR files above (13565KB) (Last update: Oct 30, 2017)

 

Last update: October 30, 2017

 

File update log:

1. Files for Chapter 2-12 were posted on May 19, 2015.
2. Files for Chapter 8, 9, 10 (and ALL) were updated on June 2, 2015.
3. Files for Chapter 6, 7, 12 (and ALL) were updated on October 30, 2017.