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PURPOSE Download well written EXCEL VBA code, for finance and mathematical applications. This site is designed for practitioners, researchers, and students as a tool for programming in EXCEL VBA. Users of this site can search for commonly used finance or math code, post their own code and participate in the VB Numerical Methods discussion Forum. SUBMITTING CODE AND DEVELOPMENT If you are looking for a specific finance or math VBA program you can email me and I will help you develop the code. Also, if you have any interesting EXCEL, EXCEL VBA or VB finance or math applications please email them to me and I will post them on the website. I will post the code, your name or alias and your email address (optional) on the site. My email address is greg@vbnum.com. BOOK
NEWS - (see all news) FINE 448 - Derivatives and Risk Management - (posted: 2006-01-23 10:32:32.0) Updated Course content for the winter 2006 term. Click Here
Random Processes - (posted: 2005-10-11 00:00:50.0) This is the follow up update to the addition of the various distribution random number generators last month. Code for the simulation of the random processes employing these random number generators has been added. Brownian process, CIR process, Poisson process, Log Normal Stock process, Compound Poisson process, Levy process, Exponential Levy process, NIG process, Gamma process, VG process, Brownian Brdge.
VBNUM.com - (posted: 2005-09-06 23:47:06.0) I finally registered an easier domain name for people to browse. You can now come to vbnumericalmethods.com by typing www.vbnum.com, I saved us 13 characters!
Many Distribution Codes Added - (posted: 2005-07-20 01:16:10.0) There has been alot of demand for mathematical distribution functions to be added to the site. Jack a long time vbnumericalmethods.com user has submitted a varietry of such functions. Check out the math section for the many different random number generators that have been added. Guassian, Inverse Guass, Normal Inverse Guass, Beta, Poisson, Gamma, Variance Gamma and Exponential Distribution Random Number Generators
OLS Regression - (posted: 2005-01-07 23:32:47.0) Many users have been asking for code that does OLS regression. I wrote a function that does multivariate OLS regression and included it in an excel file in the math section. I will be making additions to the function such as calculation of t-stats, returning the error terms, etc. In the mean time any contributions or suggestions will be appreciated. Math Excel VBA codes, addins and examples
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