Implementing models of financial derivatives : object oriented applications with VBA /
"A practical, step-by-step introduction to the design of pricing engines with VBA This book teaches students and practitioners the numerics and design of a powerful pricing tool in VBA. It leads the reader through the basics of VBA, from simple procedural code to the advanced design of systems...
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| Format: | eBook |
| Language: | English |
| Published: |
Chichester, U.K. :
Wiley,
2011.
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
| Summary: | "A practical, step-by-step introduction to the design of pricing engines with VBA This book teaches students and practitioners the numerics and design of a powerful pricing tool in VBA. It leads the reader through the basics of VBA, from simple procedural code to the advanced design of systems and object-style applications. It also covers Monte Carlo and lattice methods and their implementation in VBA. Full implementation methods and code are provided for all methods discussed, making this an invaluable guide for portfolio managers, risk managers, and fund managers. Nick Webber (Warwick, UK) is a lecturer in finance at Warwick Business School. He specializes in interest rate modeling and computational finance"-- "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- |
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| Physical Description: | 1 online resource (xvii, 674 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and indexes. |
| ISBN: | 9781119206149 1119206146 9780470662519 0470662514 0470661739 9780470661734 0470661844 9780470661840 0470712201 9780470712207 |
| DOI: | 10.1002/9781119206149 |
