Serving the Quantitative Finance Community

Search found 8 matches

by sm345
September 16th, 2004, 2:53 pm
Forum: Book And Research Paper Forum
Topic: C++ Design Patterns and Derivatives Pricing
Replies: 82
Views: 200880

C++ Design Patterns and Derivatives Pricing

Like the book very much. Any plans of making excel add-ins for the code? I was thinking of doing it, but don't want to do it if its in progress AND available.Sanjeev
by sm345
September 10th, 2004, 1:29 pm
Forum: Programming and Software Forum
Topic: Converting C++ code to Excel Add-in
Replies: 15
Views: 179910

Converting C++ code to Excel Add-in

<t>QuoteWhat matters to you - speed of execution or speed of development?I think speed of development will be roughly the same in both cases -- DLL and XLL. I was thinking more in terms of flexibility even at the expense of some speed. I can build a DLL and then call it from Excel and also from, for...
by sm345
September 10th, 2004, 1:29 pm
Forum: Programming and Software Forum
Topic: Converting C++ code to Excel Add-in
Replies: 15
Views: 179910

Converting C++ code to Excel Add-in

<t>QuoteWhat matters to you - speed of execution or speed of development?I think speed of development will be roughly the same in both cases -- DLL and XLL. I was thinking more in terms of flexibility even at the expense of some speed. I can build a DLL and then call it from Excel and also from, for...
by sm345
September 10th, 2004, 11:48 am
Forum: General Forum
Topic: Spreadsheet Errors
Replies: 56
Views: 192453

Spreadsheet Errors

<t>Hi DrBen:I don't understand your question regarding: QuoteOffice 2003 has XML as a native format and I believe Office XP internally has XML.Anyway, the real hassle in getting Excel --> Function (in Java, C# or whatever) isgetting this XML file. Excel 2003 can save to XML using SaveAs. It can also...
by sm345
September 9th, 2004, 7:59 pm
Forum: Programming and Software Forum
Topic: Converting C++ code to Excel Add-in
Replies: 15
Views: 179910

Converting C++ code to Excel Add-in

<r>Microsoft provides a brief tutorial to build xll at : <URL url="http://support.microsoft.com/default.aspx?scid=http://support.microsoft.com:80/support/kb/articles/q178/4/74.asp&NoWebContent=1Have"><LINK_TEXT text="http://support.microsoft.com/default.as ... tent=1Have">http://support.microsof...
by sm345
September 9th, 2004, 7:37 pm
Forum: Student Forum
Topic: Solutions to Salih Neftci's Introduction to the Mathematics of Financial Derivatives
Replies: 3
Views: 191214

Solutions to Salih Neftci's Introduction to the Mathematics of Financial Derivatives

www.academicpress.com no longer exists. I guess they were bought up by somebody. Anybody have a new link to neftci's solutions?A pdf will do fine Thanks
by sm345
September 9th, 2004, 5:47 pm
Forum: Book And Research Paper Forum
Topic: C++ Design Patterns and Derivatives Pricing
Replies: 82
Views: 200880

C++ Design Patterns and Derivatives Pricing

<t>I am trying to figure out if I should buy the book. So , backward guy that I am, I downloaded the code from this thread and compiled it with vs.net 2003. Works fine. Will try it on vs.net 2005 beta soon as I can rebuild my test machine. I am now studying the code. One thing I didn't like was that...
by sm345
September 8th, 2004, 11:01 pm
Forum: Book And Research Paper Forum
Topic: Introduction to the Economics and Mathematics of Financial Markets
Replies: 4
Views: 190233

Introduction to the Economics and Mathematics of Financial Markets

Has anybody read this book? Any comments?