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