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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Webber, Nick
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Chichester, U.K. : Wiley, 2011.
Σειρά:Wiley finance series.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη:"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"--
Φυσική περιγραφή:1 online resource (xvii, 674 pages) : illustrations.
Βιβλιογραφία:Includes bibliographical references and indexes.
ISBN:9781119206149
1119206146
9780470662519
0470662514
0470661739
9780470661734
0470661844
9780470661840
0470712201
9780470712207
DOI:10.1002/9781119206149