This Excel spreadsheet calculates Value-at-Risk (VaR) for a portfolio of up to 12 tickers
Parametric, Historical, Monte-Carlo simulated Value-at-Risk (VaR)
Mean, Standard Deviation, Variance, Correlation, Covariance
Incremental VaR for each ticker in the portfolio (without rebalancing)
Marginal VaR for each ticker in the portfolio (with rebalancing)
Cholesky Decomposition of the covariance matrix using built-in VBA function

Derivative Pricing for Interest Rate Derivatives
under Heath-Jarrow-Morton (HJM) Framework
for Term Structure of Interest Rates
with
Principal Components Analysis (PCA),
Monte Carlo Simulation (MCS),
Credit Valuation Adjustment (CVA)

Live Price, Historical Prices, Option Chain.
1 Ticker at a time.
1 or All Expiration Dates with 1 click,
Puts or Calls or Both Puts and Calls in a straddle view.
All strikes in ascending order.

Demo Video:

Generate option pricing and risk (Greeks) graphs under the Black-Scholes model.

Generate digital(binary) option pricing and risk (Greeks) graphs under the Black-Scholes model.

Create a beta-neutral relative-value portfolio of 2 securities.

Simple tool to calculate monthly payments for your loan.
This demonstrates the use of Excel’s =PMT() function.