عنوان

Implementing models of financial derivatives

(Number (ISBN

9780470712207

.Language of Text, Soundtrack etc

لاتين

First Statement of Responsibility

Nick Webber

Title Proper

Implementing models of financial derivatives

Place of Publication, Distribution, etc.

Chichester, West Sussex, UK

Name of Publisher, Distributor, etc.

Wiley,

Date of Publication, Distribution, etc.

2011

Specific Material Designation and Extent of Item

xvii, 674 p.

Text of Note

مرجع به حساب نمي آيد

Text of Note

Includes bibliographical references (p. [641]-643) and indexes.

Text of Note

"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. "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--Provided by publisher.

Variant Title

object oriented applications with VBA

Entry Element

Derivative securities, Mathematical models

Entry Element

Microsoft Visual Basic for applications

Class number

Entry Element

مولف

Relator Code

Webber, Nick.

Entry Element

Webber, Nick.

Entry Element

title