Monte-Carlo simulation is a very import tool for assessing all kinds of risks and chances. It it widely used in project management, option pricing and business valuation. Often, the input data and the reporting should be placed in MS Excel. This article presents the different options available for combining Monte-Carlo simulation and MS Excel.
Theta Proxy XL is a new product from my company Thetaris. It promises speed-ups of several orders of magnitude. Here, I present some benchmark results. These will help you to decide when to apply Theta Proxy XL and when to stay with plain MS Excel. Test Case 1: European Option VBA Monte-Carlo Code (2 free […]
There are many reasons, why your Excel sheet is slow and there are many things what you can do about a slow Excel sheet. Your sheet is slow because you use a large data set, you use slow built-in functions, you implemented a slow user-defined function (UDF) or you access a slow external library. So, what […]
It is possible to connect Java and MS Excel using various technologies. Some of theses technologies include COM and DCOM wrappers like Groovy Scriptom, or J-Interop. Or other direct addin solutions like XLLoop. In this article, we want to follow a different paths: Webservices with SOAP. This connection type is designed for the internet with […]
This question often arises, when you need to provide pricing functions for end-users and connect them to data sources, especially real-time data feeds. The answer heavily depends on your existing code you would like to include.
Computer Aided Finance - Excel, Matlab, Theta Suite etc. 