7 sheets tagged with "finance":

A reusable Black Scholes option pricer

This file contains two spreadsheets; one that calculates the fair values for European call options using the Black-Scholes formula, and another that uses Resolver One's RunWorkbook function to use the first sheet repeatedly to price a portfolio of derivatives.

You can read more about this sheet in the documentation pages.

22 January 2009. Tagged with black-scholes, derivatives, finance, pricing, RunWorkbook

Value-at-risk analysis using RunWorkbook

This file contains a spreadsheet that uses basic analytical techniques to estimate the value of a portfolio of shares given a particular market index value, and another spreadsheet that uses the first in order to present an overview of how the portfolio will perform under a range of market conditions.

It is described in more detail in the Resolver One documentation.

22 January 2009. Tagged with beta, finance, RunWorkbook, value-at-risk

Yahoo financial data feed

Use Resolver One to download current data from the Yahoo Financial data feeds and parse it with a reader. The values are stored using the .Formula property so that data can be looked at offline.

17 March 2009. Tagged with button, csv, DataFeed, finance, Formula, headers, ModelSideScripting, sample, yahoo

Binomial option pricing model for european options

Binomial option pricing using a stock price evolution tree for european call\put options.

19 May 2009. Tagged with binomial tree, finance, option pricing

Resolver One and WPF Chart example

This file shows an example of how to use Windows Presentation Foundation to create an interactive chart for data pulled from a Resolver Spreadsheet. The example uses the WPF chart built by Li Gao that was designed to look like the charts from the Google Finance website.

This is a beta version of the chart, but shows how to add a WPF control to a Windows Form program using the ElementHost object. The WPF chart could use a bit of work, but should be a good basis for any customized chart that you wish to make.

See the link below for Screenshots and more details.

01 July 2009. Tagged with chart, finance, WPF

Charting stock prices in 3D using Resolver One, OpenGL and Tao

A spreadsheet that uses Yahoo! Finance to download the close prices over the last two years for every stock that's currently in the Dow Jones index, then charts them in a 3D window which you can pan and zoom using the mouse.

20 November 2009. Tagged with .NET, 3d, charting, dow, finance, IronPython, jones, opengl, stock, tao, yahoo

QuantLib Example

This is one of the QuantLib Python examples converted to run in Resolver One. Instead of printing the results like the original example, this sheet puts the results in the grid.

See the notes in the spreadsheet for details about the conversion.

This example assumes that you have a working installation of QuantLib and the C# bindings. If you don't, you can download a binary distribution from the link below.

29 January 2010. Tagged with api, finance, quantlib, sample

<< Resolver Exchange