Recent content by marc_paschover

The great thing about Excel is that just about anyone can do something useful with it. But this low barrier to entry also means that you can get useful results doing things very inefficiently. I would like to find out whether there is an appetite for courses dedicated to learning how to use...

Updated file with VBA

All, Please use this thread to post requests for topic to be covered in this week's workshop. One thing I was planning to do is generation of correlated normal random variables using Cholesky decomposition. Another is hedging efficiency (delta + gamma) on a sample Monte Carlo path...

All, Here are the spreadsheets that I created during the workshop. Please post to the thread if you would like to have anything clarified. In addition, if you have any particular topics you would like to see covered during the VBA workshop, please post here as well. Regards, Marc.