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Implementing models of financial derivatives : object oriented applications with VBA
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Webber, Nick (2011) Implementing models of financial derivatives : object oriented applications with VBA. Chichester ; Hoboken, NJ: Wiley. ISBN 9780470712207
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Official URL: http://webcat.warwick.ac.uk/record=b2340195
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 | ||||
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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 |
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Publisher: | Wiley | ||||
Place of Publication: | Chichester ; Hoboken, NJ | ||||
ISBN: | 9780470712207 | ||||
Official Date: | 2011 | ||||
Dates: |
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Number of Pages: | 674 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published |
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