1. Crank-Nicholson finite difference method applied to European put option on stock:  Excel/VBA ( CN_012606.xls )
2. Above but with additional tables displaying solution grid at intermediate times to expiry:  Excel/VBA  ( CN_TAB_012606.xls )
3. Exponential Default Time Examples (Expo_Calib.xls)
4. Correlated Default Events (Def_Corr.xls)
5. Random Number Generators (RanNum.xls)