We provide Excel VBA Programming
XL Modeling has been in the Internet community since 1997. During the past several years, we have developed many Excel VBA models
in the academic fields and have helped many students and professionals in learning Excel VBA modeling in finance and statistic through our
VBA source code tutorials.
As of today, XL Modeling continues to strive to provide the best and most affordable learning
tools in advanced Excel VBA modeling in finance, statistics, and mathematics.
We provide several learning packages with Excel VBA programs that are ready to run. The source code of these Excel files is unprotected
for learning purposes. They can be purchased at a very affordable price. For more information, please go to the Products
on this site.
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in Finance and Statistics Models
37 Excel VBA prorgrams in finance and statistics (Package Set 1, 2, and 3)
with source codes for only $59.95. (Each individual
package set is $29.95)
A saving of over 30%!
Each of the 37 programs is self contained and ready to run.
Users can learn from the
Standard Deviation and Mean | Lotto Number Generator | Playing Card Probability |
Normal Distribution Random Number Generator | Monte
Carlo Integration | Black-Scholes Option Pricing Model - European Call and Put | Binomial Option Pricing Model | Portfolio Optimization| Multiple Regression | Bootstrap - A Non-Parametric Approach | Multivariate Standard Normal Probability Distribution | Monte Carlo
Simulation | Option Greeks Based on Black-Scholes Option Pricing Model
Log Normal Distribution | Log Pearson Type III Distribution | Normal Distribution
Chi-Square Distribution | F-Distribution | Student-T
Distribution | Multivariate Standard Normal Distribution | Gamma Distribution | Beta Distribution | Hypergeometric Distribution | Triangular
Distribution | Binomial Distribution
Numerical Searching Method - Newton-Ralphson | Numerical Searching Method - Secant Method | Implied Standard Deviation For Black/Scholes
Call - Newton Approach | Implied Standard Deviation For Black/Scholes Call - Secant Approach | Implied Standard Deviation For
Black/Scholes Call - Bisection Approach | Implied Standard Deviation For Black/Scholes Put - Newton Approach | Implied Standard Deviation
For Black/Scholes Put - Secant Approach | Implied Standard Deviation For Black/Scholes Put - Bisection Approach
Pricing Model - European Call and Put | Option Greeks Based on Black-Scholes Option Pricing Model | European Option Model on Asset
with Known Cash Payouts |
European Option Model on Asset with Continuous Cash Payouts (Index Option) | European Option Model on Currency| European Option Model on Futures