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Christian Stich on Excel Services: Financial option valuation implemented with Monte Carlo simulation using multithreaded User Defined Functions (UDFs)

Today’s author: Christian Stich, a program manager on the Excel Services team who likes to combine his finance and engineering backgrounds. Christian is going to talk about building a multithreaded UDF for Monte Carlo simulations and using it for options

The big picture ...

Before I carry on digging into the details of the new and improved features in Excel 12, I wanted to make sure everyone had a good sense for the work we’ve done in this version. When we were planning Excel 12, we spent a significant amount of time talking
 
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