Option Application
Asian Options
Implied Distribution - Illustration
Implied Distribution - Market Application
Monte Carlo Tools
Plain Vanilla Options - Heston Method
Plain Vanilla Options - Lévy Process
Spread Option
Portfolio Analysis
Portfolio Construction
Principal Component Analysis
Return Data Statistics
Temperature
Temperature
Yield Curve
Linear Interpolation & Constant Forward
Mortgage
Term Structure Fitting
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Portfolio Construction
Compute the Efficient Frontier
Tutorial File: Portfolio Construction.pdf
Excel Template File: Portfolio Construction Dataset.xlsx
Parameters
Import File
DataSet Name
To identify the dataset
Number of Simulated Portfolios
Short Selling:
Yes
No