if the spreadsheet is still available, I'd appreciate if you could send it to 0515558@student.uva.nl. Thanks!

<t>I have a simple Gaussian copula to generate returns on a number of assets. Then, I also have a stochastic interest rate process. After the copula generates "fundamental" returns, I reprice the assets with the new risk-free rate. So the actual return is the "fundamental" one plus a (negative) deri...

<t>But sharpe ratio is only one number - no need to be multidimesional.Index the baskets so that in basket_array(i) contains composition of basket i. sharpe_array(i) contains sharpe ratio of the corresponding basket. Then write a sort function which would compare sharpe_array(i) > sharpe_array(j) an...

range of answers (just guessing here):Basel II-kind-of-answer: portfolio expected loss and unexpected loss?EMH kind of answer: portfolio Beta?Practical kind of answer: whatever the treasury can borrow for (libor + rating spread)Or am I missing the point here?

<t>There certainly is some restriction in VB although I don't remember exactly what it is.Anyways, I wouldn't do this kind of task in VBA unless I absolutely had to. To get around the maximum array size you can simply shove old entries somewhere - say write to a file after 300'000 entries and empty ...

<r>Hi!Me and a couple of my friends are developing a project part-time and we are currently looking for people to test it. What it is:A simulation of financial markets based on different QF ideas. It is, however, structured as a game where every player starts with some virtual cash and invests in va...