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Excel Workshop - Part 2

marc_paschover

Joined
9/13/05
Messages
4
Points
13
All,

Please use this thread to post requests for topic to be covered in this week's workshop. One thing I was planning to do is generation of correlated normal random variables using Cholesky decomposition. Another is hedging efficiency (delta + gamma) on a sample Monte Carlo path.

Regards,
Marc.
 
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