C# Historical dividend retrieval in Excel
February 6, 2016
More in depth into collateral contracts
January 31, 2016
object oriented VBA swaption pricing – part 2
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object oriented VBA Swap pricing, Part 1
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Plot Quandl data in Python
November 15, 2015
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A website about uncertainty, convexity in Finance, Computation and algorithmic.
VBA and Quant finance This article is actually a first part of an introductory course to VBA coding, given at Solvay School of Economics in Feb. 2014. The Excel…