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Finding Specific Text in Files on Windows Using PowerShell

19.10.2025 · 1515 hits

Whether you’re a developer, system administrator, or just someone working with large sets of files, finding specific text inside files on Windows can be a challenge. While Windows Explorer allows simple searches, it’s often slow and limited, especially when you need to search recursively across many folders. This is where PowerShell comes to the rescue.

Read more

Excel VBA: checking if all Vlookup() and Match() are using exact match

27.03.2024 · 3031 hits

Excel's MATCH() and VLOOKUP() functions are powerful tools for finding specific data in a worksheet. However, ensuring these functions are used correctly is crucial for accurate results. One common mistake is forgetting to specify an exact match, which can lead to incorrect data retrieval. To address this issue, here is a VBA script that can be used to check all MATCH() and VLOOKUP() formulas in a workbook and identify those that do not specify 0 as the last argument for an exact match.

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Hull-White Option Stochastic Volatility Model

28.05.2022 · 7488 hits

Due to its simplicity, the Black-Scholes-Merton (BSM) model has been widely used by financial institutions and traders for option pricing. However, the BSM model has a number of important assumptions that do not exist in the real world, and one of them is constant volatility. On a real market, volatility is a random, stochastic substance. One of the earliest attempts to improve the BSM by implementing stochastic volatility was the work by John Hull and Alan White,  published in 1987 — The Pricing of Options on Assets with Stochastic Volatilities. The Hull-White stochastic-volatility model is useful to know and simple to implement, so, let's analyze it.

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Monte-Carlo in Python: European Option Price

02.05.2022 · 6066 hits

Monte-Carlo simulation is a useful tool to simulate stochastic processes. In this article, I show a simple case of using Monte Carlo in Python to calculate a European option price and compare the Monte-Carlo result with the Black-Scholes-Merton result.

Read more

Starbucks’ Under Fire: Impact of a Hypothetical Terrorist Attack on Starbucks’ Financial State

07.01.2022 · 4027 hits

There are several regions with incredibly tense and unstable political situations and high anti-American sentiment. The probability of escalation in some of those regions is relatively high, and there is possibility of terrorist attacks on American companies. Starbucks is known as a supporter of the U.S. Military (Starbucks Stories, 2005) and an iconic American brand, so it could become one of the targets. In the following paragraphs, the hypothetical terrorist attack’s impact on Starbucks’ performance (immediate and 12-month effect) will be analysed.

Read more

2008 Crash and COVID-19 Crisis: Impact on Financial Institutions’ Risk Management

20.11.2021 · 6448 hits

The Global Financial Crisis was a unique phenomenon that not only affected many millions of people and tens of thousands of companies at the time but also impacted the global financial system and the future of financial institutions and services they provide. In order to better understand the issues, and to avoid repeating the same situations in the future (or, at least, mitigate the consequences), it is always important to learn the root causes. In the following paragraphs, the most important aspects of the crisis will be reviewed from the risk perspective: what gaps in risk assessment caused the crisis, what has improved in risk-management approaches since then, and how shocks change the financial-service landscape.

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SAS: Convert Returns of Many Stocks to Convenient Table

19.07.2021 · 2836 hits

Problem: We have a table of stock returns with columns "Date", "Ticker", "Return", which is not handy to analyse. We need to convert this table to the format "Date", "Ticker1 Return", "Ticker2 Return", "Ticker3 Return" etc. Let's see how to do it in SAS.

Read more

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Блог

Finding Specific Text in Files on Windows Using PowerShell

19.10.2025 · 1515 hits

Whether you’re a developer, system administrator, or just someone working with large sets of files, finding specific text inside files on Windows can be a challenge. While Windows Explorer allows simple searches, it’s often slow and limited, especially when you need to search recursively across many folders. This is where PowerShell comes to the rescue.

Read more

Excel VBA: checking if all Vlookup() and Match() are using exact match

27.03.2024 · 3031 hits

Excel's MATCH() and VLOOKUP() functions are powerful tools for finding specific data in a worksheet. However, ensuring these functions are used correctly is crucial for accurate results. One common mistake is forgetting to specify an exact match, which can lead to incorrect data retrieval. To address this issue, here is a VBA script that can be used to check all MATCH() and VLOOKUP() formulas in a workbook and identify those that do not specify 0 as the last argument for an exact match.

Read more

Hull-White Option Stochastic Volatility Model

28.05.2022 · 7488 hits

Due to its simplicity, the Black-Scholes-Merton (BSM) model has been widely used by financial institutions and traders for option pricing. However, the BSM model has a number of important assumptions that do not exist in the real world, and one of them is constant volatility. On a real market, volatility is a random, stochastic substance. One of the earliest attempts to improve the BSM by implementing stochastic volatility was the work by John Hull and Alan White,  published in 1987 — The Pricing of Options on Assets with Stochastic Volatilities. The Hull-White stochastic-volatility model is useful to know and simple to implement, so, let's analyze it.

Read more

Monte-Carlo in Python: European Option Price

02.05.2022 · 6066 hits

Monte-Carlo simulation is a useful tool to simulate stochastic processes. In this article, I show a simple case of using Monte Carlo in Python to calculate a European option price and compare the Monte-Carlo result with the Black-Scholes-Merton result.

Read more

Starbucks’ Under Fire: Impact of a Hypothetical Terrorist Attack on Starbucks’ Financial State

07.01.2022 · 4027 hits

There are several regions with incredibly tense and unstable political situations and high anti-American sentiment. The probability of escalation in some of those regions is relatively high, and there is possibility of terrorist attacks on American companies. Starbucks is known as a supporter of the U.S. Military (Starbucks Stories, 2005) and an iconic American brand, so it could become one of the targets. In the following paragraphs, the hypothetical terrorist attack’s impact on Starbucks’ performance (immediate and 12-month effect) will be analysed.

Read more

2008 Crash and COVID-19 Crisis: Impact on Financial Institutions’ Risk Management

20.11.2021 · 6448 hits

The Global Financial Crisis was a unique phenomenon that not only affected many millions of people and tens of thousands of companies at the time but also impacted the global financial system and the future of financial institutions and services they provide. In order to better understand the issues, and to avoid repeating the same situations in the future (or, at least, mitigate the consequences), it is always important to learn the root causes. In the following paragraphs, the most important aspects of the crisis will be reviewed from the risk perspective: what gaps in risk assessment caused the crisis, what has improved in risk-management approaches since then, and how shocks change the financial-service landscape.

Read more

SAS: Convert Returns of Many Stocks to Convenient Table

19.07.2021 · 2836 hits

Problem: We have a table of stock returns with columns "Date", "Ticker", "Return", which is not handy to analyse. We need to convert this table to the format "Date", "Ticker1 Return", "Ticker2 Return", "Ticker3 Return" etc. Let's see how to do it in SAS.

Read more