|
PureBytes Links
Trading Reference Links
|
I just received a copy of "Insight.xla Business Analysis tools for Ms
Excel" This is a very inexpensive set of Excel add-in tools for doing:
Time Series Analysis
Regression Analysis
Markov Chains
Monte Carlo Simulation
Decision Trees
Portfolio Optimization
and a whole lot more
It includes a section on the effect of volatility on an option price
using parameterized simulation. The manual is very well written and the
does require a masters degree in statistics. If you are interested you
can contact :
Dr Sam L. Savage
Director of Industrial Affiliates
Dept of EES/OR email: savage@xxxxxxxxxxxxxxxxxxx
417 Terman Engineering phone: 415-723-1670
Stanford University fax: 415-723-4107
Stanford, CA 94305-4023 http://www-leland.stanford.edu/~savage
Good Luck
Ron McEwan
|