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Implementing models of financial derivatives : object oriented applications with VBA

紀錄類型:	書目-語言資料,印刷品 : 單行本
副題名:	object oriented applications with VBA
作者:	WebberNick,
出版地:	Chichester, West Sussex, UK
出版者:	Wiley;
出版年:	2011
面頁冊數:	xvii, 674 p.ill. : 26 cm.; 1 CD-ROM (4 3/4 in)+
標題:	Derivative securities - Mathematical models. -
電子資源:	http://www.loc.gov/catdir/enhancements/fy1111/2010022097-b.html
電子資源:	http://catalogimageswiley.com/images/db/jimages/9780470712207.jpg
電子資源:	http://www.loc.gov/catdir/enhancements/fy1010/2010022097-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy1101/2010022097-t.html
摘要註:	"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"--Provided by publisher
ISBN:	978-0-470-71220-7bound
ISBN:	0-470-71220-1bound

Implementing models of financial derivatives : object oriented applications with VBA
Webber, Nick

Implementing models of financial derivatives : object oriented applications with VBA / Nick Webber - Chichester, West Sussex, UK : Wiley, 2011. - xvii, 674 p. ; ill. ; 26 cm..
Includes bibliographical references (p. [641]-643) and indexes..
ISBN 978-0-470-71220-7ISBN 0-470-71220-1
Derivative securities - Mathematical models.

Implementing models of financial derivatives : object oriented applications with VBA
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330 $a "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"--Provided by publisher
330 $a "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--Provided by publisher
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