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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
Subject
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
MiAaPQ
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Wiley finance
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, Nick Webber, (electronic resource)
Link
http://libproxy.rpi.edu/login?url=https://ebookcentral.proquest.com/lib/connectny/detail.action?docID=699375
Publication
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Bibliography note
Includes bibliographical references and indexes
Color
multicolored
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
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b4035617'}
Extent
xvii, 674 p.
Form of item
  • online
  • electronic
Other physical details
ill.
Reproduction note
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Specific material designation
remote

Library Locations

    • Folsom LibraryBorrow it
      110 8th St, Troy, NY, 12180, US
      42.729766 -73.682577
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