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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
Donate - (posted: 2004-12-26 17:56:26.0) If you enjoyed the website and would like to support vbnumericalmethods.com you can make a donation. Any help would be greatly appreciated. Donate on the Contact Page.
Modified Trapezoidal Integration - (posted: 2004-12-22 00:47:22.0) Because of a suggestion emailed to me by a user (kimmy), the code for the trapezoidal integration function has been modified. You are now able to pass a function name as a string to the integration function, which makes the function much more user friendly. For a detailed explanation of the change you can view my post in the technical forum. Thank you for contributing.
Link Exchange - (posted: 2004-12-06 20:38:00.0) Check out the Link Exchange, I have added links to many relevant sites. If you can't find what you are looking for here, you will be able to find help at one of these great sites. Excel VBA Finance and Math Links
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