Sample Excel and VBA programs

Book excerpts on Excel/VBA:

1. Kerry Back, A Course in Derivative Securities, Appendix on VBA: Back2005AppendixVBA.pdf
2. Jackson & Staunton, Advanced modelling in finance using Excel and VBA, chap 2: JacksonStaunton2001Ch2.pdf
3. Jackson & Staunton, Advanced modelling in finance using Excel and VBA, chap 3: JacksonStaunton2001Ch3.pdf

Excel on its own:

1. Monte Carlo simulation of future stock price: Ec482_MCsam1.xls
2. Monte Carlo valuation of  call option, convertible bond, defaultable bond: Ec482_MCsam2.xls


Excel with VBA subroutines:

1. Valuation of European put option using Crank-Nicolson method: Ec482_sam1.xls