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Tuesday, August 14, 2007 8:02 PM

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
Posted by David Gainer | 8 Comments
Friday, May 05, 2006 1:00 PM

Excel 2007 investments in UDFs #3: client/server solution using a core library

In the previous post I showed how an existing set of UDFs, defined in an Excel addin, can be used with Excel Services by wrapping them with a managed UDF assembly. Some companies develop calculation libraries in a modular way. They want to use their library
Posted by David Gainer | 3 Comments
Thursday, May 04, 2006 3:25 PM

Excel 2007 investments in UDFs #2: Existing UDFs

Here is the second post from Danny Khen, a program manager on the Excel Services team. In the previous post I explained about the investments we made around UDFs in Excel 2007 and in the Excel Services. I also showed how Excel Services use a different
Posted by David Gainer | 3 Comments
Wednesday, May 03, 2006 6:14 AM

Excel 2007 investments in UDFs #1

For the next few posts, we have a “guest post” from Danny Khen, a program manager on the Excel Services team. Danny is going to talk about UDFs in Excel and Excel Services. Enjoy. UDFs are user-defined worksheet functions – custom functions that you create
Posted by David Gainer | 18 Comments
Tuesday, January 03, 2006 2:48 PM

Quick detour #3: Updates we have made to XLLs

In the past few months, I have written a couple of articles ( big grid , multi-threaded calculation ) that prompted comments and questions along the lines of “what about XLLs?” Since the email questions have actually been picking up in frequency (I guess
Posted by David Gainer | 21 Comments
 
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