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
Πίνακας περιεχομένων:
  • pt. 1. A procedural Monte Carlo method in VBA
  • pt. 2. Objects and polymorphism
  • pt. 3. Using files with VBA
  • pt. 4. Polymorphic factories in VBA
  • pt. 5. Performance issues in VBA
  • pt. 6. Variance reduction in the Monte Carlo method
  • pt. 7. The Monte Carlo method : convergence and bias
  • pt. 8. Valuing American options by simulation.