Hi,I'd be interested in this ppt and xls file. Is it still available?It somehow is related to my latest post on portfolio skewness and portfolio kurtosis

<t>Thank you for the file.I attached my original file with time the correspondent series now. I can reproduce the portfolio skewness and kurtosis by referring to the historic portfolio return time series like you did in your file for double check. I saw in your VBA code that you have also two functi...

Here is the file!

Does anybody have found a solution how to calculate portfolio skewness / kurtosis via user defined functions in Excel? See attached file where I calculated the standard portfolio analytics.Thanks, T.

So if you had to run a simulation to get monthly prices, i.e. 12 per year how would you do it after specifying you mu p.a. and sigma p.a.Hull:St = St-1 x exp((mu-0.5xsigma^2)/12 + Z x sigma/sqrt(12))orBenninga:St = St-1 x exp((mu/12 + Z x sigma/sqrt(12))

Thanks, I looked it up - any other comments?

<t>Hi!My question relates to monte carlo simulation. Hull provides a standard approach that generates lognormal distributed prices by multiplying some initial price with a lognormally distributed random factor. The drift in this expression is mu – sigma^2/2. Benninga’s textbook Financial Modeling mo...