Excel at Finance

xlf Excel at ... modeling, analysis and quantitative finance

Excel at Finance is a small collection of spreadsheet modelling, analysis, and quantitative finance items for Banking, Finance, and Business. We focus on Excel solutions and development.

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  • Black-Scholes: function - for a Call or Put option on non dividend paying stock. Excel version and VBA code.

  • Box cancel button coding - for a Message Box (MsgBox), and an Input box (Application.Inputbox method).

  • Exponents: rules - a summary of the rules of exponents. Includes examples with HP 12C keystrokes.

  • How To - xlf Spreadsheet Modeling How To - video introduction.

  • Merton model of risky debt - equity value and the probability of default on debt payments. Debt valuation and implied credit spreads. Reconciles the equations of Saunders and Allan (2002) and Hull, Nelken and White (2004).

  • Monte Carlo: function - why does my Monte Carlo based option pricing function show two different values in the function arguments dialog box?

  • Option delta: function - function OptDelta returns the delta for European option on a non dividend paying stock. Includes overview, VBA code module plus graphics.

  • Percentage arguments: function - a UDF with percentage arguments called from Excel and VBA.

xlf References: Excel Finance, and VBA Finance