The “targets” worksheet in lognormdelta.xls at the models link now completely

implements a gamma waiting time for the mean reversion target to switch to a

new value.

 

The key to that page (and now a few cells on other pages)

is the EXCEL function OFFSET(cell0, rows, columns). 

It puts into the current cell the value it finds by starting at the 

cell referenced by cell0 and then shifting by the number of

rows and columns indicated.  I.e. it looks up the (rows, columns)

entry in an open-ended matrix extending down and to the right

from cell0.  Note carefully, cell0 is NOT the (1,1) entry of

the matrix.  That entry is one over and one down from cell0.

 

If you don’t know that function, finding it out will be worth your

price of admission to the whole computing course.

 

Data

Models

Results

 

vbamodels

 

August 08 model

 

May 08 data

 

Sept 08 calibration model

 

May 09 data

 

May 10 data

 

May 11 data

 

August 11 data

 

April 12 data

 

June 12 data

 

March 13 data

 

May 13 data

 

May 13 tabular data

 

June 13 10-year data

 

June 13 20-year data

 

April 15 10-year data

 

April 15 20-year data

 

7-01-09 functions

 

7-27-09 functions

 

8-27-09 functions

 

functions06222010.xls

 

stable_functions06282010.xlsm

 

functions06292010.xlsm

 

functions08202010.xlsm

 

functions05232011.xlsm

 

functions06242011.xlsm

 

functions start 2012.xlsm

 

7-08-09 Monte Carlo model

 

7-23-09 Monte Carlo Model

 

8-04-09 Monte Carlo

 

chart6242011.xlsm

 

6-24-11 Monte Carlo

 

chart6242011 - copy2.xlsm

 

MC with Logarithm Indices.xlsm

 

MC V1 3 07282011.xlsm

 

Monte Carlo start 2012.xlsm

 

Monte Carlo 2012 7 18.xlsm

 

 Monte Carlo 2013 05 16xlsm.xlsm

 

Monte Carlo 2014 01

 

AAA Monte Carlo 2014 01

 

FindArray.xlsm

 

NewFindArray.xlsm

 

9-10-10 find k j1 j2

 

Find k-j1-j2 6-20-11.xlsm

 

Ig & Igh v7.2 + Mu08032011.xlsm

 

Ig  Igh v7 4 + Mu (2)08092011.xlsm

 

VBA Powerpoint1

 

VBAPowerpoint2

 

ModelTourPowerpoint

 

------