The CD contains fifteen excel workbooks that will help you to understand the models that
are discussed in the book... VaR models, implied volatility estimation, normal mixture
option pricing, risk decomposition in factor models, PCA and many more. We hope that the
VBA code in these workbooks will be an invaluable aid to tailoring these models for your
own implementation. On the CD we have also included free demo versions of the PcGive
software and the Universal add-ins for excel, and all 230 of the figures and graphs in
the book are produced on the CD in colour, with the supporting data.
The aim of this website is to create a discussion forum where you can come and voice
your opinions on the various models we recommend or others you are currently using. We
also include software up-dates to the excel workbooks. As you
navigate around the site you will find a full table of Contents with links that show the
GUIs of some of the excel workbooks and other software that is on the CD and some of the
figures... and, if you have not yet purchased a copy of the book, there is a sample
chapter with an excel workbook for you to get a better understanding of the book.
Quants Corner is where you can discuss any burning issues you may have concerning the
models and get feedback from leading experts in the field.
We hope you will revisit the site and recommend it as a site to your colleagues. If
there is anything else you would like to see on the site please do not hesitate to email
me with your suggestions.
Author - Market Models