Webber, Nick (2011) Implementing models of financial derivatives : object oriented applications with VBA. Chichester ; Hoboken, NJ: Wiley. ISBN 9780470712207

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Abstract

"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"--

Item Type:	Book
Subjects:	H Social Sciences > HQ The family. Marriage. Woman
Divisions:	Faculty of Social Sciences > Warwick Business School > Finance Group Faculty of Social Sciences > Warwick Business School
Publisher:	Wiley
Place of Publication:	Chichester ; Hoboken, NJ
ISBN:	9780470712207
Date:	2011
Number of Pages:	674
Status:	Peer Reviewed
Publication Status:	Published
URI:	http://wrap.warwick.ac.uk/id/eprint/44846

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