ECON 424/AMATH 462:  Computational Finance and Financial Econometrics

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Excel Hints

Summer 2014

This page contains hints for various computations using Microsoft Excel.

Return Calculations

• Return Calculations. Last updated: 1/17/02

Review of Random Variables

• Random Variables. Last updated: 1/22/02

Descriptive Statistics

• Descriptive Statistics:  Last updated: 1/29/02

Constant Expected Return Model

• Monte Carlo simulation: Last updated: 2/05/02
• CER Model: Last updated: 2/11/02

Introduction to Portfolio Theory

• Introduction to portfolio theory: Last updated: 11/12/08
• Introduction to Excel's solver add-in. Last updated: 11/21/09
  • Example 3firmExample.xls

Portfolio Theory with Matrix Algebra

• 3firmExample.xls:  Last updated 11/12/2008

Single Index Model

• single index class example.xls:  Last updated 3/11/02

Excel Links

• Colin Cameron at UC Davis has a great set of Excel worksheets for data analysis of economic data.