Deriscope

The Excel Derivatives Periscope

Tutorials

List of youtube video tutorials and respective downloadable Excel spreadsheets

 

Options & Derivatives in Excel using Deriscope and QuantLib (Part1) (25:57)

Historical Stock Prices and Real Time Series in Excel by Alpha Vantage (9:46) AlphaVantage.xlsx

It is still possible to get historical data from Yahoo Finance to Excel (18:35) YahooHistorical.xlsx

(A)synchronous live stock prices in Excel (Alpha Vantage, Yahoo Finance) (3:59) ExcelLiveFeeds.xlsx

Yield Curve by QuantLib in Excel with market rates and cubic spline (12:31)YieldCurve.xlsx

Option pricing in Excel with Implied Volatility Surface using QuantLib (13:08) OptionPricingVolSurface.xlsx

Option pricing in Excel using Heston stochastic volatility from QuantLib (9:59) FxOptionAnalHeston.xlsx

Excel pricing of CDS using QuantLib ISDA method (8:58) CdsPriceIsda.xlsx

Excel Array Formulas: How to change their range (2:32)