"That's It."

27.1 The RandomGen class, and the StdGen generator 23627.2 The Random class 23927.3 The global random number generator 240

Random Numbers

The Art of Modeling with Spreadsheets

This study uses the geometric Brownian motion (GBM) method to simulate stock price paths, and tests whether the simulated stock prices align with actual stock returns. The sample for this study was based on the large listed Australian companies listed on the S&P/ASX 50 Index. Daily stock price data was obtained from the Thomson One database over the period 1 January 2013 to 31 December 2014. The findings are slightly encouraging as results show that over all time horizons the chances of a stock price simulated using GBM moving in the same direction as real stock prices was a little greater than 50 percent. However, the results improved slightly when portfolios were formed.

/pdf/simulating-stock-prices-using-geometric-brownian-motion-28usuasr72.pdf

Simulating Stock Prices Using Geometric Brownian Motion: Evidence from Australian Companies

In site investigation, the amount of observation data obtained for geotechnical property characterisation is often too sparse to obtain meaningful statistics and probability distributions of geotechnical properties. To address this problem, a Bayesian equivalent sample method was recently developed. This paper aims to generalize the Bayesian equivalent sample method to various geotechnical properties, when measured by different direct or indirect test procedures, and to implement the generalized method in Excel by developing an Excel VBA program called Bayesian Equivalent Sample Toolkit (BEST). The BEST program makes it possible for practitioners to apply the Bayesian equivalent sample method without being compromised by sophisticated algorithms in probability, statistics and simulation. The program is demonstrated and validated through examples of soil and rock property characterisations.

Bayesian Equivalent Sample Toolkit (BEST): an Excel VBA program for probabilistic characterisation of geotechnical properties from limited observation data

About This Book. CHAPTER 1: Introduction to Financial Modeling. Part One: Excel for Financial Modeling. CHAPTER 2: Excel Basics. CHAPTER 3: Advanced Excel Features. CHAPTER 4: Excel's Built--In Functions and Analysis Tools. Part Two: Financial Modeling Using Excel. CHAPTER 5: How to Build Good Excel Models. CHAPTER 6: Financial Statements Forecasting. CHAPTER 7: Time Value of Money. CHAPTER 8: Financial Planning and Investments. CHAPTER 9: Analyzing Market History. CHAPTER 10: Bond Pricing and Duration. CHAPTER 11: Simulating Stock Prices. CHAPTER 12: Options and Option Portfolios. CHAPTER 13: Binomial Option Pricing. Part Three: VBA for Financial Modeling. CHAPTER 14: Introduction to VBA. CHAPTER 15: VBA Essentials. CHAPTER 16: Sub and Function Procedures. CHAPTER 17: Debugging VBA Models. Part Four: Financial Modeling Using VBA. CHAPTER 18: How to Build Good VBA Models. CHAPTER 19: Time Value of Money. CHAPTER 20: Financial Planning and Investments. CHAPTER 21: Analyzing Market History. CHAPTER 22: Simulating Stock Prices. CHAPTER 23: Options and Option Portfolios. CHAPTER 24: Binomial Option Pricing. Appendix A: Keyboard Shortcuts for Excel. Appendix B: VBA Quick Reference. Appendix C: Excel and VBA Built--In Functions. Index. About the CD--ROM.

Financial Modeling Using Excel and VBA

The Model Development Process

The development of hydrophilic adhesives is critical for multifunctional applications ranging from wound healing patches to humidity sensors. With the advent of the internet of things, developing a sensor material that demonstrates flexibility in terms of its form factor is becoming a ubiquitous choice. Especially in the field of the humidity sensor, ceramic materials are leveraged. This causes impediments in terms of the form factor, while reports related to the development of flexible hydrophilic adhesive sensors from sustainable resources for such activity are less. Herein, we report the synthesis and characterization of a functional additive from a sustainable source that can be blended effectively in an adhesive formulation to impart hydrophilicity to the entire composition. Epoxidized natural rubber was selected as the main polymer backbone, while polyether amine was selected as the modifier. Various spectroscopic techniques probed the fidelity of modification, which indicated 8% grafting. A detailed rheological study was performed to decipher the structure of the functional additive at the molecular level in terms of various parameters like the plateau modulus, entanglement molecular weight, relaxation time, and diffusion coefficient of the functional additive. The functional additive was blended with a standard adhesive formulation and was tested for its hydrophilicity and adhesiveness. The functional additive showed a 284% increase in water absorption after 7 days and a 78% increase in water vapor uptake when blended with the adhesive formulation. The final composition was tested for its ability to act as a humidity sensor. The hydrophilic adhesive sensor was capable of reciprocating with variation in humidity. Such a finding can be readily extended to develop smart adhesive patches with end applications in bioelectronics. 

Synthesis of Polyetheramine-Grafted Epoxidized Natural Rubber and Its Role in Humidity Adhesive Sensors

This work describes a full-field and near-common-path in-line laser interferometer and interferometric microscope utilizing a wire-grid polarizer (WGP) placed normally on the laser beam illuminating the sample. The WGP serves the dual purpose of a beam splitter and a polarization separator where the reference and sample beams reflected and transmitted from it respectively are orthogonally polarized so that, unlike other conventional interferometers, polarization phase shifting is inherent in its architecture. This arrangement presents experimental results showing quantitative phase analysis of transparent and reflecting phase samples.

Chandan Sengupta

Papers

Financial Modeling Using Excel and VBA

The Model Development Process

Synthesis of Polyetheramine-Grafted Epoxidized Natural Rubber and Its Role in Humidity Adhesive Sensors

Wire grid polarizer based in-line laser interferometer for macroscopic and microscopic phase estimation of transmissive and reflective phase samples

A First Look at C