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Expertisecentrum CIBIFOnderdeel van Rijksuniversiteit Groningen

Expertisecentrum CIBIF

Faculteit Economie en Bedrijfskunde
Centre of Expertise CIBIFFor students

Excel Tools

This page provides an overview of useful youtube movies that explain tools and techniques for solving finance problems in Excel. In many cases, you can also download the corresponding Excel spreadsheet. It is also possible that we develop a dedicated Excel model suitable for your company. Please contact us for more information:

Estimating the Nelson & Siegel Model with Excel

The Nelson and Siegel model is a very practical model to capture the term structure of interest rates with a non-linear model and only three parameters. In this youtube video we explain how you can use Excel and the solver to derive these parameters from a set of observed yields.

Monte Carlo Simulation in Excel

Using the Data Table function of Excel allows you to do Monte Carlo simulations in a very efficient way. In this youtube video, we show you how to test dynamic asset allocation strategies using using a Monte Carlo simulation experiment in Excel. You can find the Data Table function under "Data", in the main menu. Then select "What-If Analysis", and finally "Data Table".

You can also download the Excel file used in this video.

Optimal mean variance portfolios with Excel solver

This video explains how to solve optimal mean variance efficient portfolios with Excel