| Document Type
|
:
|
BL
|
| Record Number
|
:
|
657801
|
| Doc. No
|
:
|
dltt
|
| Main Entry
|
:
|
Webber, Nick
|
| Title & Author
|
:
|
Implementing models of financial derivatives : : object oriented applications with VBA /\ Nick Webber
|
| Publication Statement
|
:
|
Chichester :: Wiley,, 2011
|
| Page. NO
|
:
|
xvii, 674 p. :: ill. ;; 26 cm. ++ 1 CD-ROM (4 3/4 in.)
|
| ISBN
|
:
|
0470712201
|
|
|
:
|
: 9780470712207
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references and index
|
| 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 invaluableguide 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."
|
| Subject
|
:
|
Derivative securities-- Mathematical models
|
| Subject
|
:
|
Investments-- Mathematical models
|
| Subject
|
:
|
Finance-- Mathematical models
|
| Subject
|
:
|
Microsoft Visual Basic for applications
|