Search results

  1. Urszula

    Portfolio replication

    Has anybody worked on replicating a portfolio of insurance liabilities?
  2. Urszula

    R optimization algorithm

    Hi, does anybody know nonlinear global optimization packages/functions in R. I am working on replicating a portfolio and have about 35 scenarios for 20 different assets which weights I am trying to optimize to match the MV changes of the portfolio.
  3. Urszula

    Excel lookup form

    Hi, :sos: I am trying to look up some values in Excel from another tab based on specified value as a filter. Meaning I want to enter a name in one cell and return a list of values from a bigger list that corresponds to this name. I can't use lookup function because there are multiple values...
  4. Urszula

    VBA looping problem

    Hi, :sos: Any idea what can be wrong with this piece of code? I want to make the cell I am changing bold but it looks like it is looping and before I get my desired result it changes bold-not bold-bold-not bold for about like 20 times. I would appreciate some advice. Private Sub...
  5. Urszula

    3rd Fridays in an array - Excel

    Hi guys :sos:, I have an array of dates starting in 2000 and I need to find which of them are 3rd Fridays of each month. Any ideas how to do it efficiently? Thank you!
  6. Urszula

    Need help with VaR!!!

    I need some help! :sos: I am not sure how to apply the equation in the following example: Assume a company will issue $1 billion in 10-year debt in 6 months - Each basis point (0.01%) change in rates will raise borrowing costs by $800,000 per $1 billion issuance - How much could borrowing...