The Resource Implementing models of financial derivatives : object oriented applications with VBA, Nick Webber, (electronic resource)

Implementing models of financial derivatives : object oriented applications with VBA, Nick Webber, (electronic resource)

Label
Implementing models of financial derivatives : object oriented applications with VBA
Title
Implementing models of financial derivatives
Title remainder
object oriented applications with VBA
Statement of responsibility
Nick Webber
Creator
Contributor
Provider
Subject
Genre
Language
eng
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"--
Member of
Assigning source
  • Provided by publisher
  • Provided by publisher
Cataloging source
E7B
http://library.link/vocab/creatorName
Webber, Nick
Illustrations
illustrations
Index
index present
LC call number
HG6024.A3
LC item number
W43 2011eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
ebrary
Series statement
Wiley finance
http://library.link/vocab/subjectName
  • Derivative securities
  • BUSINESS & ECONOMICS
  • Derivative securities
Label
Implementing models of financial derivatives : object oriented applications with VBA, Nick Webber, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Extent
1 online resource (xvii, 674 pages)
Form of item
electronic
Isbn
9780470661840
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Specific material designation
remote
System control number
  • (OCoLC)759159246
  • (OCoLC)ocn759159246
Label
Implementing models of financial derivatives : object oriented applications with VBA, Nick Webber, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Extent
1 online resource (xvii, 674 pages)
Form of item
electronic
Isbn
9780470661840
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Specific material designation
remote
System control number
  • (OCoLC)759159246
  • (OCoLC)ocn759159246

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