The SLCG Structured Product Calculator calculates the fair values of several popular structured products; including PLUS, Buffered PLUS, PPN, etc.
In this blog post, we explain the effect of fees on the value of a 401(k) retirement account and provide a spreadsheet that calculates the before-tax effects of allocation and saving decisions.
In this blog post, we show the effect of changing 401(k) contributions from bimonthly to annual. We provide a spreadsheet that demonstrates the effect -- which can be surprisingly large.
In this blog post we describe binary options, which are often embedded in structured products, and provide a valuation spreadsheet for binary call options.
In this blog post, we explain the widely used Black-Scholes option valuation formula and provide a handy calculator that lets you value European options under a variety of assumptions.
The SLCG Monte Carlo Simulation simulates the investment performance of a bond and/or stock portfolio subject to annual withdrawals.
This spreadsheet calculates the discounted present value of a model tenant-in-common (TIC) interest using methods described in our 2013 research paper. Change any of the input parameters to see their effect on the valuation.
Here we provide a graphical depiction of the probability distributions that are the backbone of many finance applications.