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)
Event Details
Excel interfaces for C++ derivative pricing and risk management programs
- Event Date: March 22, 2011
- Event End Date: March 22, 2011
- Event Start Time: 6:40 PM
- Event End Time: 9:30 PM
- Event Location: Hill 705
- Event Type: Mathematical Finance and Probability Seminars
- Extra Info: Speaker: Faina Schmulyian,