Mathematical Finance and Probability Seminars (Since covid these events are taking place online.)
Excel interfaces for C++ derivative pricing and risk management programs
Tuesday, March 22, 2011 at 06:40pm - 09:30pm
Speaker: Faina Schmulyian,
We shall describe the three principal methods for creating Excel interfaces to C++ programs for derivative pricing and risk management together with the fundamentals of developing Excel addins. We shall illustrate the methods using examples from computational finance.
Speaker: Faina Schmulyian,
Slides: (TBA)
Speaker: Faina Schmulyian,
Slides: (TBA)
Location Hill 705