ShenJianWHy / VBA-Excel-Application-in-Financial-Modeling

VBA application for finance, portfolio and trading

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VBA & Excel Application in Financial Modeling

  • loan amortization
  • mean variance portfolio analysis
  • writting a series of financial VBA class (modules) and functions for portfolio performance analysis, stock price simulation, Merton interest rate simulation, binomial tree for option pricing, option greeks, American digital option pricing and spread option pricing using quadrinomial tree. (please view this project via the following pdf summary (VBA project.pdf) https://github.com/ShenJianWHy/VBA-Excel-Application-in-Financial-Modeling/blob/master/VBA%20project.pdf)

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VBA application for finance, portfolio and trading