Pricer obligation Monte-Carlo (XLSM) - Fichier XLS

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Pricer obligation Monte-Carlo (XLSM)

Aperçu texte

Simulation Period Price
1 0 1077.13459508504
1 1 1044.99963903465
1 2 1041.13418794247
1 3 1051.06804822424
1 4 1028.98876915002
1 5 1015.56978093536
1 6 1017.98711691847
1 7 938.544296403229
1 8 962.762750739805
1 9 1027.81462967011
1 10 1041.7698396599
1 11 992.689417548702
1 12 988.084176412915
1 13 1030.33208548201
1 14 1081.12754732226
1 15 1052.50626803678
1 16 1080.09128068673
1 17 1124.56755331248
1 18 1089.60932598818
1 19 1127.51123144266
1 20 1136.71767957868
1 21 1127.25292267039
1 22 1182.71122077163
1 23 1115.18376905565
1 24 1089.81700691394
1 25 1078.95758362939
1 26 1094.53913488534
1 27 1056.83661047214
1 28 1078.13791940683
1 29 1074.48773635265
1 30 1065.89316786916
1 31 1087.29576724189
1 32 1104.75744589847
1 33 1124.48149499467
1 34 1174.75498873561
1 35 1227.59665968684
1 36 1211.62769401153
1 37 1184.4267880464
1 38 1275.77167706167
1 39 1253.12613191502
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1 45 1215.00239771464
1 46 1204.39920964298
1 47 1168.13738950615
1 48 1191.83787723945
1 49 1171.64922234814
1 50 1137.15413740561
1 51 1081.52815420438
1 52 1090.30336728392
1 53 1108.32409573586
1 54 1138.63168870667
1 55 1163.90415776113
1 56 1171.63025515807
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1 58 1166.97279578277
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1 60 1165.93815376427
1 61 1193.12177515592
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1 66 1151.55271330418
1 67 1106.48803023726
1 68 1111.31935591844
1 69 1116.26141644169
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1 71 1173.81012542132
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1 78 1190.49215455014
1 79 1159.83402481186
1 80 1166.61763555437
1 81 1173.30675116374
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1 98 1170.17562314545
1 99 1148.59247525528
1 100 1133.94663237016
1 101 1076.7240997785
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1 103 1075.57318838766
1 104 1076.6898898287
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1 109 1078.29002505968
1 110 1077.50670152994
1 111 1066.81324628382
1 112 1075.07146503758
1 113 1032.15544998467
1 114 1069.02242415541
1 115 1075.24321239416
1 116 1060.39774722229
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1 118 1063.45959865383
1 119 1038.18332775268
1 120 1039.90631955365
1 121 1046.68518967894
1 122 1006.18536712508
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Pricer obligation Monte-Carlo (XLSM) - Fichier XLS

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