Stress Testing and Other Risk Management Tools

Recent Posts

• Optimization of VaR and Trading Liquidity Risk in Excel: Unwinding a Position Optimally
• Modeling Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) in Excel (Historical, Gaussian, and Cornish-Fisher)
• Binomial Option Pricing Model with Excel VBA (for European Options)
• Modeling Interest Rate Immunization: Managing the Interest Rate Risk of a Single Liability
• Finding Option Implied Volatility using Goal Seek in Excel