Class: WEB_REG_MT19937
A Pseudo Random Number Generation Class using the Mersenne twister pseudo random number generator.

random number (member functions):

unifrnd Generates random numbers from a continous uniform distribution
normrnd Generates random numbers from a normal distribution
lognrnd Generates random numbers from a log-normal distribution
exprnd Generates random numbers from an exponential distribution
gamrnd Generates random numbers from a gamma distribution
betarnd Generates random numbers from a beta distribution
trnd Generates random numbers from a student’s t-distribution
chi2rnd Generates random numbers from a chi-squared distribution
frnd Generates random numbers from a F distribution
wblrnd Generates random numbers from a Weibull distribution
gedrnd Generates random numbers from a generalized error distribution
nctrnd Generates random numbers from a noncentral t-distribution
ncx2rnd Generates random numbers from a noncentral chi-squared distribution
ncfrnd Generates random numbers from a noncentral F distribution
unidrnd Generates random numbers from a discrete uniform distribution
geornd Generates random numbers from a geometric distribution
binornd Generates random numbers from a binomial distribution
poissrnd Generates random numbers from a poisson distribution
hygernd Generates random numbers from a hypergeometric distribution
evrnd Generates random numbers from a gumbel distribution
gevrnd Generates random numbers from a generalized extreme value distribution
gprnd Generates random numbers from a generalized pareto distribution
sgenrand Initialize the pseudo random generator
genrand Generates random numbers with the Mersenne twister algorithm

A tool to predict US recession. The program is written in VBA and downloads the data from FRED. The tool estimates a probit model as discussed in a paper from Wright: http://www.federalreserve.gov/pubs/feds/2006/200607/200607pap.pdf

The file can
1. download options data from Google Finance, and show you the price and Greeks in a straddle view.
2. let you run your options strategies in the Strategy tab, and show you the 3D diagram of price and Greeks along time and price.

To-Dos:
1. add volatility skew into consideration, as IV of very out of money options may be very skewed.
2. try to factor in discrete dividend better by changing to Binomial option pricing
3. ultimate goal: strategy selector after you feed in 4 parameters: target time, target price, target volatility and target IV skew

I adapted an existing file at QuantCode, and have added a feature to price options with discrete dividend payout, as described in Example 18.5 of Hull's book on Options and derivates.
I have tested the option values ,and results are matching with values 4.44 for 5 steps and 4.2 for 50 steps mentioned in the book

This link should have been submitted ages ago!
Check out Anthony's cool site which has nice tutorials on using Excel VBA, as well as an array of Finance topics.

Don't forget to support his site by purchasing his course, or atleast click on the google ads!