Modeling using VBA

A tour of the model

Laplace function

• In page 13 of the paper

Laplace function

• In page 11 & 12 of the correction

Laplace function

• In page 11 of the correction

• Page 14 paper

LaplaceChain function

• Help calculate truncation part in ET

ET function

• In page 14 of the paper

• In page 13 of the paper

ET function

• In page 11 of the paper

ET function

• In page 12 of the paper

ET function

• In page 12 of the paper

ET

K

FirstFactor - Prob_dt * VX

ComFactor/(1 - GeoSeries)

Truncation Prob_dt * VXChain

Pho function

• In page 6 of the correction

• In page 13 of the correction

• In page 13 of the correction

E2x function

• Page 8 of the paper for E2x

E2x function

• Page 6 of the correction

E2x function

• Page 8 of the correction

CompoundPho function

• In a note last summer 2010

Mu function

CompoundPho function

Mu function

• Was in last summer 2010 note

Drift function

• In page 10 of the correction

ELN function

• In page 9, (e.3) of the correction

Moment function

• In page 6 of the correction

AfterPho