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Mathematica Link for Excel Example: Finance--Custom Mathematica Functions
Author

Anton Rowe
Organization: Episoft, Inc.
Description

Mathematica Link for Excel lets you easily process financial data and perform sophisticated analyses by using custom functions written in Mathematica. You can also use Mathematica-based macros to automatically calculate and visualize your data in Excel.

In finance, the efficient frontier is the boundary of points that define the minimum variance achievable from a set of stocks for any given return. Here, we calculate and display an efficient frontier for a set of selected stocks. The information for these stocks is stored on the Data sheet in the workbook. Storing the functions apart from the data they operate on allows the investment logic to be more easily shared, reused, and maintained.
Subject

*Mathematica Technology > Application Packages > Wolfram Research Applications > Mathematica Link for Excel
Related items

*Mathematica Link for Excel   [in Technical Notes]
*Mathematica Link for Excel Example: Engineering   [in Technical Notes]
*Mathematica Link for Excel Example: Finance--Mathematica-Based Macros   [in Technical Notes]
*Mathematica Link for Excel Example: Industry   [in Technical Notes]
*Mathematica Link for Excel Example: Management   [in Technical Notes]
URL

http://www.wolfram.com/applications/excel_link/examples/finance.html
Downloads

Download
Frontier.xls (38 KB) - Microsoft Excel document