Ex-post and Excel: Difference between pages

Revision as of 14:19, 23 October 2012

Computer spreadsheet package produced by Microsoft used to create and format workbooks of spreadsheets, analyze and produce data in graphic forms.

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-Historical.
+Computer spreadsheet package produced by Microsoft used to create and format workbooks of spreadsheets, analyze and produce data in graphic forms.
-:"Historical simulation is conceptually the simplest alternative method to the delta-normal.  There is no assumption about how markets operate.
-:For any given portfolio held today, you calculate repeatedly its hypothetical value change as if it had been held for a one day period in the past, using the relevant market price changes and other market rate changes for each successive day.
-:At each step, you do a full valuation and calculate the ex-post or historical value changes over one day."
-:''Historical simulation method - the Treasurer's Wiki''
 == See also ==
-* [[Ex-ante]]
+* [[Access]]
-* [[Historical simulation method]]
+* [[Spreadsheet]]
-[[Category:The_business_context]]