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Risk Analysis

Universal VaR Add-in  
General Features: Calculates Value-at-Risk (VaR) for multi asset portfolios. Analyses Incremental VaR : the incremental effect of a single trade on total VaR. Ability to enter stress testing scenarios and historical (back testing) scenarios.
Submitted: Sep 11, 1999
Quadrant - Risk Analysis Add-In for Excel  
Quadrant is a "Quick And Dirty Risk Analysis Tool" for Excel 97 and later. Straightforward Monte Carlo Analysis. No frills. No spills. Trial download.
Submitted: Jul 11, 2002
Simtools and Formlist add-ins for Excel  
Simtools.xla and Formlist.xla are add-ins for Microsoft Excel (version 5 and later). Simtools adds statistical functions and procedures for doing Monte Carlo simulation and risk analysis in spreadsheets. Formlist is a simple auditing tool that adds procedures for displaying the formulas of any selected range. Also available here is Torndiag.xls, an Excel workbook for making "tornado" sensitivity-analysis diagrams.
Submitted: Sep 02, 1999
Crystal Ball  
Crystal Ball is an Excel Add-in tool that uses Monte Carlo simulation to help you analyze the risks and uncertainties associated with your existing spreadsheet models. Features include sensitivity analysis, correlation, tornado analysis, precision control, and distribution fitting to historical data.
Submitted: Mar 10, 2003
Quantifi XL - Credit Derivitives Addin  
Quantifi XL is an extensive suite of addin functions for Excel. It is a powerful tool for traders and others who need access to advanced pricing and risk analysis of credit products from within Excel. It consists of over 120 functions covering everything from accrued interest calculations to advanced credit derivative pricing. The interface to the addins uses the familiar Function Wizard with associated function and argument descriptions. A built-in menu guides the user through examples and template worksheets.
Submitted: Jun 28, 2004
Precision Tree  
Create precision trees and influence diagrams right in your existing Microsoft Excel spreadsheets using PrecisionTree! Use influence diagrams to see the relationships between components of a problem, including the uncertainty involved. Add decision trees to see the sequence of events with two views of the best way to proceed.
Submitted: Oct 04, 1999
Derivicom  
erivicom specializes in financial software tools for calculating option and bond values, risk sensitivities and price. We offer C++ developed COM components and Excel Add-ins for all of our products.
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