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Beyond Excel: Building Excel-like Models in F#

Many people still use Excel to build complex models, e.g. actuaries, quants, risk analysts etc. In this talk we will have a closer look at Excel computational model, what makes it so attractive and what are its weaknesses. I will then present an F# library with a simple API which allows us to build Excel-like models programmatically and without Excel's limitations. Using the FCell 3.0 AddIn we can plug that library into Excel and replace Excel's calculation engine. I will finish with a demo and build a few simple financial models using this new approach.

Adam Mlocek

Adam is the founder of StatFactory Ltd, a company dedicated to development of high performance numerical software with F# API.

Registration

Please register with Skills Matter too: https://skillsmatter.com/meetups/7116-beyond-excel-building-excel-like-models-in-fsharp

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Sponsors

F# Software Foundation

F# Software Foundation

We are an Affiliated User Group of fsharp.org.

dotNET Foundation

dotNET Foundation

The .NET Foundation supports our group with its Meetup subscription.

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