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Aug 25

Numerical Recipes in VB

Posted by abiao at 11:37 | Code » VBA/Excel | Comments(0) | Reads(13378)
Followup of my last post Excel VBA Finance. Mike left a comment & shared another great source Numerical Recipes in VB.

A summary of this recipes:
The following VB libraries are very useful for numerical computing, mathematical modeling and customized financial algorithm development. All the functions were designed to make computations on arrays (i.e., vectors or matrices) simply and quickly. I have shared comprehensive and robust optimization routines that enable calibration of financial models.

Mathematical Algorithms
Math Codes
Standard Modules: 126
Function Procedures: 1029
Total Lines of Code: 44725
Math Project Details

Horror Matrices and Other Mathematical Poetry

Quantitative Financial Algorithms
Quant Codes
Standard Modules: 56
Function Procedures: 269
Total Lines of Code: 15671
Quant Project Details

Too many functions to be introduced in one post, so feel free to check yourself at http://www.rnfc.org/ivey/

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