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Exploring Modeling Techniques Using VBA: An In-Depth Guide to Laplace and ET Functions

This comprehensive guide delves into modeling techniques using VBA, focusing on the Laplace function, ET function, and their applications. Key discussions include detailed examinations of relevant pages within correction documents and papers, emphasizing critical components like truncation parts in ET and various other functions such as E2x and CompoundPho. Each function is contextualized with references to specific sections to enhance understanding. This resource is essential for analysts and developers seeking to implement effective modeling strategies using VBA.

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Exploring Modeling Techniques Using VBA: An In-Depth Guide to Laplace and ET Functions

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Presentation Transcript

  1. Modeling using VBA A tour of the model

  2. Laplace function • In page 13 of the paper

  3. Laplace function • In page 11 & 12 of the correction

  4. Laplace function • In page 11 of the correction • Page 14 paper

  5. LaplaceChain function • Help calculate truncation part in ET

  6. ET function • In page 14 of the paper • In page 13 of the paper

  7. ET function • In page 11 of the paper

  8. ET function • In page 12 of the paper

  9. ET function • In page 12 of the paper ET K ComFactor/ (1 - GeoSeries) FirstFactor - Prob_dt * VX Prob_dt * VXChain Truncation

  10. Pho function • In page 6 of the correction • In page 13 of the correction • In page 13 of the correction

  11. E2x function • Page 8 of the paper for E2x

  12. E2x function • Page 6 of the correction

  13. E2x function • Page 8 of the correction

  14. CompoundPho function • In a note last summer 2010

  15. Mu function CompoundPho function

  16. Mu function • Was in last summer 2010 note

  17. Drift function • In page 10 of the correction

  18. ELN function • In page 9, (e.3) of the correction

  19. Moment function • In page 6 of the correction

  20. AfterPho

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