Monte carlo and binomial methods

[Quantinator]

I want to cross check my results by using monte carlo and binomial method for option pricing.
I know you can do this in c language but I want to do it on excel.
Does anyone know how to do this?

 

[Daniel Duffy]

You can write a C dll with your code in it and call it from Excel, for example.

 

[Pavlos Sakoglou]

You can write a C dll with your code in it and call it from Excel, for example.

smart.

 

[Daniel Duffy]

Pavlos,
Even more OOP is Addins in C++

http://www.datasimfinancial.com/forum/viewtopic.php?t=402

 

[Pavlos Sakoglou]

Pavlos,
Even more OOP is Addins in C++

http://www.datasimfinancial.com/forum/viewtopic.php?t=402

seems devine in this point of my education. thanks @Daniel Duffy !

 

[Daniel Duffy]

seems devine in this point of my education. thanks @Daniel Duffy !

Excel addins are kind of popular in finance!
Happy new year

 

[Pavlos Sakoglou]

Excel addins are kind of popular in finance!
Happy new year

Thanks again for the info. I will definately have it in mind look into it. Happy New Year!!

 

[Quantinator]

You can write a C dll with your code in it and call it from Excel, for example.

Thanks for the link. It seems quite complicated.
I was thinking more of just simulating it in excel.

 

[Daniel Duffy]

No pain, no gain.

 

[Quantinator]

No pain, no gain.

fair enough

 

[Daniel Duffy]

Thanks for the link. It seems quite complicated.
I was thinking more of just simulating it in excel.

Then just use VBA?

 

[Quantinator]

Then just use VBA?

Yeah Ill try that, thanks.